I saw this film/movie was a dialing for dollars movie in the mid 80's. It was made a decade or two prior? I think the heroine was more famous that the hero.
The scene I remember opens with her in an ordinary coat trudging through a sketchy part of town. She heads to what appears to be a down and out warehouse or industrial space. I think she entered a big freight elevator with a gate and no door. She arrives at her destination and opens it to a delightful space and she is also transformed when she sheds her coat.