Waxwork II: Lost in Time (1992)

The couple that survives the wax museum in "Waxwork" is followed by a dismembered hand, which kills the girl's father, for which she must stand trial (those lawyer types are shrewd, they weren't going for that dismembered-hand stuff). She and her boyfriend go to Sir Wilfred's house for clues, where they find a film he has prepared for them, pointing the way to his secret evil-thing-fighting stash. They grab the time machine compass thingy and go back in time to look for evidence that the girl is telling the truth, and get embroiled in different conflicts along the way.