Lord of Illusions [1995] Clive Barker

In 1982, a group led by a man called Swann breaks in a cult in the Mojave Desert to rescue a teenager from the evil leader Nix the Puritan. Thirteen years later, New York private detective Harry D'Amour is assigned to investigate a embezzler that is spending money in Los Angeles and he stumbles upon the fortune teller Quaid that was tortured and murdered by two men. Soon he is hired by Dorothea Swann, the wife of the famous illusionist Philip Swann, to investigate the murder of Quaid. She invites D'Amour to go with her to a show of magic of her husband. When Swann is killed on stage during his act of illusion, D'Amour meets other illusionists in the Magic Castle where he learns that magic does exist, in the beginning of his weird journey to the evil world of Nix.