This movie about 2 twin brothers is about 40 years old.One brother is real the other imaginary.The live one keeps a finger in a small metal box under his bed. I thought Udo Kier was the boy but it does not show a movie with this description under his listing(or this far back.The boys real name is german though.

Think you're looking for The Other, I saw the end of it on TV a few months ago... the boys in the film were actual played by real life twins Chris and Martin Udvarnoky...
The Other (1972) - IMDb (http://www.imdb.com/title/tt0069050/)