Looking for an 80's or 90's fantasy movie. A kid is in his or her bedroom and someone or something comes in through the window to take him/her. That's the beginning. The only other thing I can remember is a scene where there are reptile type monsters in a cave/lair type setting. One of the creatures upsets the rest so they strip him of his clothes and I'm not sure but they might beat him. This may be the never ending story but I can't quite remember. Please help

Sounds like you've got 2 movies here. Time Bandits begins like this and there is a scene in a cave.