Movie/tv show where a woman opens a door to emptyness

It was between 2004 and 2009. My father was listening something on TV. I don't know if it was a TV show or a movie. But there was a woman that wake up in a room enlightened by the sun passing through closed blinds. She didn't seem to know where she was and there was a door. When she opened it, it was empty, nil, complete darkness. That's all I can remember. 

Does anyone know what it could be? 
Thank you!