I just heard this Idiom in "Devil". What does it mean?!
"What in the world?"

I wouldn't call that an idiom, but it's an unfinished question, such as What in the world is happening, or do you mean by that, or were they thinking, or countless other endings to the phrase. It is spoken with great emphasis, often on both what and world.

Oh,thanks :)... I agree! It might be" what's happening" or something like that... because it was dark, they were all scared and obviously wasn't aware of what was going on.