No Place To Hide (1993)

Detective Joe Garvey is called in to a mysterious case: a ballerina has been slayed on stage during a performance, it seems she didn't even fight. At her house Garvey finds her 14 years old precocious sister Tinsel. She's not very cooperative, so he arranges to have her sent to the orphanage -- until she's attacked too. He takes her under his wings, and soon both get the attention of a secret organization.