Lady Harlequin is a 1960 horror film noir with no listed director. It's from the same "Horma" production company as The Slender Man and Cruel Embrace, so they must be older than what I thought. I still don't know why there isn't any information about them on the internet, but oh well.
The main plot concerns Detective John Smith (yes, that's his name in the film and no, they don't list any actor for him either - in fact, there are no credits whatsoever in this film) who is investigating the kidnapping of his niece, Grace. He finds out that she has been taken by "Lady Harlequin," a crime boss who is, I kid you not, an actual life-sized marionette, made of wood and everything.
Lady Harlequin tries to seduce Detective Smith to get him to join her criminal "family" - which is filled with weird characters like "Mister Jester." He refuses to join them, however, and finally finds Grace, who is being prepared as a sacrifice.
Detective Smith is caught by Lady Harlequin's "strings" however and (SPOILER) watches helplessly as Grace is sacrificed upon the "Screaming Tower." This scene was unusually graphic for a movie made in 1960. Smith escapes from Lady Harlequin's strings and vows revenge on her and anything like her.
And...that's where it ends. It doesn't really have the weird ending of The Slender Man and Cruel Embrace, but then the ending also doesn't pack the same punch as those ones. Those endings were memorable (even if they didn't really make sense), which this one seems to be more of a lead-up for the final act.
Anyway, thus ends film noir week.