Crayon Shin-chan: Arashi wo Yobu! Yuuhi no Kasukabe Boys

Shin-chan and his friends discover an abandoned movie theater where some sort of western film is being displayed to an empty room. Shinnosuke's friends mysteriously disappear thus making the Nohara family start searching for them at the location they were last seen. While looking for the other kids, the Noharas inexplicably find themselves taken into the movie being exhibited.

(Source: Anime News Network)