Just saw Pan's Laybrinth tonight. While it's intentionally ambiguous in certain areas, it has lots of heroquest elements. Travels to the other world. Having to deal with having to deal with a failure during a heroquest. Improvising when things didn't go as they are supposed to. There are many interesting elements here.
It's pretty intense at times, and definitely graphic. Combine that with it's being in Spanish and it may not be for everyone. Still, I walked away satisfied with the experience.