Los desaparecidos de Saint Agil (1938)

In a college, three friends form a secret society. Their objective - going to America. One night, after one of their secret meetings, one of them sees a man coming out from a wall. The next day, after he talks about it, he disappears. Then, the second one vanishes. Are they gone to their dreams? That's when the art teacher is murdered. Suspicions now are too high so the third one decides to investigate.