The movie was set in some medieval period (swords/armor). I remember only one scene. So there is some kind of a monster in the building (a castle, I guess). Warriors gathered all women and children into a room and told them to lock it from the inside. Then the men realise the monster got into it somehow, screams and all, but when they finally opened the door, I think all of those inside were dead.

I’d say the movie has to be at least 10 years old, in color.