It's not a horror movie, but there's certainly a precedent in Luis Buñuel's "An andalusian Dog" (Un chien andalou, 1929). One of the surrealist film's space-time jokes (tricks? traits?) is that the characters continuosly go in and out of the same room, often getting to or coming from different places through the same door.
In one scene (at 11:03 in the video), the girl runs from the protagonist and leaves the room through one door, only to enter the same room through the other door. There she finds her pursuer (or his look-alike antagonist) cross-dressed inside a bed.
Later on (at 15:33 in the video), this same man kills his antagonist (or himself) in this same room and the dead man ends his fall in an entirely different place in the woods.
Finally (at 18:27 in the video), after going out and coming back again, the girl meets the killer in the same room and goes away from him through the same door, but this time she opens it up to find herself at the beach, happily ending there with the dead man (or his antagonist).
I guess this space-time games begin with one of Kuleshov's edition experiments, where he joins a couple in entirely different cities for a hug or kiss (I have only read about this, I think one of them is in Paris and the other is in Berlin, but, through cuts, they seem to be looking at each other and run to each other's arms. At least that's what I remember David Bordwell describes).