What Is It?
The 2006 adventure fantasy movie The Fall.
Here is how The IMDb describes this movie:
In a hospital on the outskirts of 1920s Los Angeles, an injured stuntman begins to tell a fellow patient, a little girl with a broken arm, a fantastic story of five mythical heroes.
Thanks to his fractured state of mind and her vivid imagination, the line between fiction and reality blurs as the tale advances.