Movie audiences -- and the readers of many novels, for that matter -- are cool with writers transporting them to new and different worlds -- worlds that are far-fetched and which would never exist in real life -- as long as there are rules to that world. The way to lose a viewer or a reader very quickly is by not properly setting up the rules of that new world. What I mean by this is that it's fine to ask a viewer or a reader to suspend his belief for the duration of a novel or movie. But there are rules in that world that must be adhered to -- just like we have rules in our current world. Newton discovered some of the basic laws of physics a long time ago. You can change those laws in a sci-fi world, but then you make create new ones. And once you set up those new rules, you need to stick to them. Set up the rules of the new world as soon as the main character crosses over the threshold, as Christopher Vogler calls it, but once you've set up those rules, you must not diverge from them. You cannot change the rules of the world whenever you like. Your main character can't just discover a new, magic way to get out of every situation he encounters. Even in fantasy worlds, there have to be obstacles. Yes, your main character might discover a new power midway through the story. But he must work to do so, or else your story will come off as unrealistic.
Even in stories that have nothing to do with fantasy, you must often set up the new rules of the world. I was reading a script yesterday where the main character was in a situation that was totally unrealistic. The main character had just boarded a plane in the U.S., which had originated in a foreign country. Crazy shit was happening on that plane. It immediately came to mind that the writer hadn't spent enough time setting up the rules of this new world, as the plane ride represented the crossing over of the threshold scene.
One way I thought that the writer could fix this was by first having individuals from the "old world" commenting on how weird the stuff that happened on that plane was. Then the writer needed to also have characters from the new world (the pilot, the stewardesses, the other passengers) explaining the new rules to the main character.
This scene then would function as the "we're not in Kansas anymore" scene. Here, the main character realizes that he has crossed over from one world to another, and that the powers he had in the old world don't work anymore. In this writer's case, his main character was a rich kid. But on this plane, and in the country the main character was now traveling to, his wealth and status were no longer going to serve him.
I thought it would be helpful for the writer to create a particular "friend" character who would then be on hand to explain the new rules to the main character. That "friend" character is typically the catalyst/mentor character (and is sometimes also the love interest). In this writer's case, the new rules of the world were that there actually weren't any rules; this new world was lawless. Nevertheless, I was sure that, as soon as the main character landed in the foreign country, the new rules of the lawless land were going to be established, and that would create even more drama.