Claustrophobia (2003)

Patient X was found wandering near a carnival one night, she is trying to tell her nurse at the asylum that a killer clown has escaped and is heading home and her own baby was taken from her. As "Snuffles" arrives home, his sister Dr. Wethers is holding a group therapy session for delinquent teens who all fear clowns. It turns into a a real confrontation of their worst fears. Patient X is trying to get out and join the mayhem at any cost

Five years after the murder of his wife and disappearance of his daughter, former police officer Jeremy Duffin is brought back to help in the hunt for a yuletide monster that punishes children that have been "naughty." As the monster becomes more erratic and unpredictable, Jeremy learns the truth about the disappearance of his daughter and the fate that has been bestowed upon him by an unlikely source. Can Jeremy finally end the nightmare Christmas monster that has terrorized this town for years?