Because here in this world, the bad guys can win.
8 seconds sound clip from the Last Action Hero movie soundboard.
You can hear this line at 01:52:25 in the Blu-ray version of the movie.
Quote context
[...]
- We'll have a nightmare with Freddy Krueger.
- Have a surprise party for Adolf Hitler. Hannibal Lecter can do the catering.
- And then we'll all have a christening for Rosemary's baby.
- All I have to do is snap my fingers and they'll be here.
- They're lining up to get here, and do you know why, Jack? Shall I tell you why?
- Because here in this world, the bad guys can win.
- Gee, did you make a movie mistake! You forgot to reload the damn gun.
- No, Jack. I just left one chamber empty.
- You see, Jack, bad guys can win.
[...]