Donnie Darko 2001

His other companion may not be a true ally. Donnie has a friend named Frank, who is either a large purple bunny, or man in a large purple bunny costume. Either way, Donnie is the only one who can see him. When an engine falls off a plane and destroys his room, Donnie is not there.

Both the event, and Donnie's escape, seem to have been caused by supernatural events. Donnie's mental illness, if such it is, may never allow him to find out for sure.