Across the Eighth Dimension
From Jenny Everywhere Wiki
One universe's Jenny Everywhere, prompted to list works of fiction with similarities to her and her other selves' adventures, said that “if you're in a world with the Buckaroo Banzai movies, Across the Eighth Dimension is pretty typical”. (PROSE: So You're Jenny Everywhere)
Behind the scenes
In the real world, despite plans for a sequel, 1984's The Adventures of Buckaroo Banzai Across the 8th Dimension remained the only completed Buckaroo Banzai film, although the franchise would go on to be extended into other media such as novels and comics.