Todd suggested that I should check out Pan’s Labyrinth (Laberinto del Fauno; why not “The Faun’s Labyrinth”? I saw no sign of Pan). The story seems to be set after the Spanish Civil War, but the Nationalists are still involved in a brutal campaign against the Communists. Ofelia is the stepdaughter of the cruel Captain Vidal. She and her pregnant mother join the captain, but on the way, Ofelia is drawn into a fantasy world in which she is a princess and must complete certain tasks to fulfil her destiny. Her real father is dead, and her mother is gravely unwell, eventually dying in childbirth.
It’s an odd sort of film in that although there’s a strong fantasy element, some of the language and Captain Vidal’s sadism definitely place it outside the suitable-for-children rating. In the end, Vidal shoots Ofelia, and as she dies, her blood opens the portal to the faerie world where she rejoins her dead parents who are the king and queen.
Pan’s Labyrinth, in the end, is identifying the Otherworld with life after death as it is in the European tradition. (Think of Avalon, for instance, or the Isles of the Blessed.) As far as I can judge, Ofelia dies, and the land of Faerie is merely part of the whole fantasy into which she escapes from the horrors around her. The ending is both tragic because she dies, but happy because she rejoins her parents, while Captain Vidal dies discomfited, knowing that his precious son will never know who his father was. The film ends with a different representation of the afterlife from the Christian one that might’ve been expected.