Television show identification

[msiss003]

I am trying to identify a television program that was on television in 2013.I remember the scenes but do not know the day and month it was on.I do not know the provider or the network that it was on.Im not sure if it was a television show or movie.

In one scene there is a woman in a red dress with blond hair sitting alone in a pitch black room that vanishes.She is sitting next to a green lamp and there is an alien vibe while she vanishes into thin air.She resembles Marilyn Monroe.She has a skin tight red dress and is sitting cross legged.She does not move at all before she vanishes.The other character does not exist and the room is completely dark and silent and no one else is in the room.Then she moans while vanishing.She is also caucasian and she has a slim figure.That is the first scene and there is another scene with a guy at a door trying to unlock a door with lockpicks on a keychain.In the end credits a person is speaking in a slight tone and says what have we come across outside somebody must be watching and ever prevalent that is the last scene.