The the vastly under-rated film
"The Last Action hero," a bad guy (the excellent Charles Dance) from the fictitious world of crime movies is transported to our world. In his world, as soon as someone shoots someone else, police arrive instantly and arrest the shooter. Alas, in ours, not so much. As an "experiment" he walks up to someone and shoots him dead. He then yells, "I have just shot someone and I want to confess!" Silence. No police, no nothing. He again yells his confession, to which someone replies, "Shut up!" He then turns to the camera and smiles.