Wolfen

Former NYPD Captain Dewey Wilson (Albert Finney) is brought back to the force and assigned to solve a bizarre string of violent murders after high-profile magnate Christopher Van der Veer (Max M. Brown), his wife (Anne Marie Pohtamo), and his bodyguard are slain in Battery Park. Executive Security, Van der Veer's client, prefers to blame the murders on terrorists; but knowing that the victim's bodyguard was a 300-pound Haitian with voodoo ties makes Wilson skeptical. At the crime scene, Wilson meets with Warren (Dick O'Neill), his superior. With pressure to solve the case coming down from both the Police Commissioner and the Mayor, Warren partners Wilson with criminal psychologist Rebecca Neff (Diane Venora). Meanwhile, a homeless man goes exploring an abandoned church in Charlotte Street, South Bronx, which was going to be demolished by Van der Veer along with the rest of the ruined buildings in the area, to be able to build apartment complexes. He is suddenly attacked and torn to pieces by an unseen monstrous being. Wilson and Neff arrive to investigate his murder. While investigating the abandoned church, sounds of crying lure Neff up the bell tower. Wilson follows her but does not hear the crying; however, once Neff is separated from him, he hears a wolf howl. He goes up after Neff and drags her forcibly to safety. Later, during the night, a bridge worker is apparently murdered by the same creature.
Coroner Whittington (Gregory Hines) discovers non-human hairs on several mutilation victims and consults zoologist Ferguson (Tom Noonan). Ferguson immediately identifies the hairs as belonging to Canis lupus and explains that there are 40 existing subspecies and that these particular hairs do not belong to any of them. Ferguson foreshadows his own death when he asks incredulously, "What are you two trying to pin on The Big Bad [wolf]?" He compares wolves to Indians, giving Wilson his first real inspiration.
Wilson finds Eddie Holt (Edward James Olmos), a militant Native activist he arrested some years ago for killing a conservative Indian or "apple," working in construction. While Wilson interrogates Holt on top of an unfinished suspension bridge, Holt claims he's a shapeshifter,[3] which implicates him as the killer; and he even goes so far as to threaten Wilson with carefully constructed dialogue. Feeling that the conversation is circumstantial and potentially dangerous, Wilson opts to let him alone and tail him later that night on his own terms. Following animal clues, Ferguson goes to Central Park, where the actual killer ambushes and kills him in a tunnel. Oblivious, Wilson spends the remainder of his night with Neff where they make love. The following morning, a man in a jogging suit rides Ferguson's motorcycle right past Wilson as he leaves Rebecca's apartment. The man crashes, illustrating that he stole the motorcycle.
Back at the station, Whittington is the second person to foreshadow his own death when he says, "If violence comes, I'm ready. I'm a dead shot, and a karate expert." He and Wilson stakeout The Bronx church, armed with sniper rifles and sound equipment; and, after he almost blows his ears out by opening a beer can near a parabolic microphone, an animal who appears to be a wolf ambushes and kills him. Meanwhile, Executive Security apprehends a "GÃ¶tterdÃ¤mmerung" terrorist cell in connection with the Van der Veer slaying.
A traumatized Wilson escapes the church and finds himself at the nearby Wigwam Bar, where Eddie Holt and his friends are drinking. The group of Natives reveal the true nature of the killer as "Wolfen," the wolf spirit. They explain to Wilson that the Wolfen have extraordinary abilities and that they "might be gods." Eddie tells Wilson that he cannot fight the Wolfen, stating: "You don't have the eyes of the hunter, you have the eyes of the dead." The leader of the group, the Old Indian (Dehl Berti), informs Wilson that Wolfen kill to protect their hunting ground. Wilson resolves to end his involvement in the Van der Veer case. However, he, along with Neff and Warren, are cornered in Wall Street by the Wolfen pack. Warren tries to fight his way out, but he is killed when a pack member severs his hand and decapitates him in his car. Wilson and Neff flee and blow up Warren's car with a pack member in it. When he and Neff are cornered in Van der Veer's penthouse by the Wolfen pack led by its White alpha male, Wilson smashes the model of the construction project that threatened their hunting ground, to communicate to them that the threat no longer exists, and that he and Neff are not enemies. The Wolfen consent and, just as the police barge in, vanish. Wilson claims the attack was made by terrorists. The story ends on the assumption that GÃ¶tterdÃ¤mmerung takes the fall for the murder series. Wilson's voice is heard explaining that the Wolfen will continue to prey on weak and isolated members of the human herd, as humans do to each other on the social and economic scales. The Wolfen will continue to be invisible to humanity because of their nature; not that of spirits, but superior predators, who are higher on the food chain than humans.

Question: Where does Wilson escape from?
Answer: Church