In the movie The Hangover 2, when Teddy was lost, the people they met (even the Interpol police officer) kept saying "Bangkok has him now". What did they actually mean by that?
They were anthropomorphing the city of Bangkok for effect. In other words they were talking about the city as if it was a person. Bangkok has a certain reputation for lawlessness (true or not). So when Teddy was lost in Bangkok, some people thought that he was lost for good and that his friends will never find him again. Bangkok has caught Teddy, and is not going to let him go. Bangkok has him now.
After watching that movie I think it's just a complimentary dialogue for what happens in Vegas stays in Vegas of the previous film. They need a strong dialogue which compliments Bangkok and should be catchy. And I think it's not a new phrase/dialogue and it means somebody is lost in the glimpses of Bangkok.