I've been challenged to think of movies in which the central character escapes from the "real world" into a fantasy world of his or her own imagining.

Mirrormask
Bridge to Terabithia
The Fisher King (sorta)
Ben X
Brazil
The Neverending Story


What else?

Does Tideland qualify? I've only seen pieces of that.
Fear and Loathing in Las Vegas?

Heavenly Creatures
Happy Gilmore?

The Science of Sleep - the ending is really sad, I think.
Also Memento, in that he chooses at the end/beginning to disconnect himself from the truth.

Big Fish is also an interesting one, although I think the point with this is that enchanted narrative actually gives a better access to reality than 'the simple facts'. That ending is fantastic, I think.

Pan's Labyrinth?

Jacob's Ladder?

Do K-Pax and Martian Child qualify?
The Narnia films?

Any film from the Nightmare on Elm Street series... except their escapes had often proved lethal.

Labyrinth ?
Tron ?

Maybe:
The Orphanage (hard to say, exactly)
Son of Rambow (in places)

I argued in that movie's thread that the "fantasy world" was not of her own imagining, but had objective existence in the story universe. But it's left open...

Wait a minute. No one has mentioned ... The Wizard of Oz? It's been a while since I saw it, but the ending suggests ... well, what does it suggest?

And furthermore, what does Return to Oz suggest about what the ending of Wizard of Oz suggests?

I don't think either the books or the movies suggest that Narnia exists only in the children's imaginations. The older children think so at first, but once they have experienced it, they know it exists. The professor says nothing is more likely than that such alternate worlds might exist (or WTTE). There's physical evidence, as well.

What about Finding Neverland?

Pink Floyd's The Wall

A Scanner Darkly
parts of Waking Life
American Splendor
Eternal Sunshine of the Spotless Mind

On Twitter, some folks suggested:
Millions
Beautiful Creatures

Are we talking about Heavenly Creatures, by Peter Jackson? That one fits the bill much better (and is a disturbing, disturbing example of this theme).

Excellent Question! ... that I cannot answer, because I've never seen Return to Oz. But now I'm thinkin' I need to sit down with Wizard again. I'd like to introduce my kids to it, but my 6-year-old is easily frightened. The monkeys and witch might be too much for her.

Also, I am thinking that you could argue that Synecdoche fits this, too.

Overstreet wrote:
: The Neverending Story

Isn't the fantasy world "real" in this movie? I mean, as I recall, it doesn't merely exist in Bastian's mind. He actually does enter the world of the book. At any rate, he certainly does not invent the book itself.

Crow wrote:
: Labyrinth ?
: Tron ?

Again, in both cases, the character seems to enter a world that "really" does exist, and is not simply a figment of the imagination. Although, in Tron's case at least, the computer programmer really did program at least some of the characters in the cyberspace world -- so it's SORT of something he imagined. He just never imagined it quite like THAT.

Keep them away from the wheelers in Return.

Pleasantville? or imaginary world coming to real world: Purple Rose of Cairo

Dr. Suess' The 5,000 Fingers of Dr. T.

Would a film detailing these imaginary worlds count, despite not showing the central character actually going to sleep (or waking up)?

If so, then:
Last Year at Marienbad
Head
Magical Mystery Tour
... and many other psychadelic head-trips would apply.

BTW, I've never seen The Cell. Does this apply too?
And then there are the films which are re-enactments of stories told, by storytellers that seem convinced of the stories' veracity. Big Fish, Adventures of Barun Munchausen, The Fall ... Should these apply?

Do Twilight Zone episodes count?