I missed this on the first go around. So if you miss it just go to chapter select and select "The Usual Suspects."
If you fail on your first attempt just reload the checkpoint.
In Act I, as you head to the cinema with the movie reel, you need to cross a void with the word "Cabaret" on it. It's kinda tricky, but watch this video (it's not mine) to understand the process. The key thing is as you walk and then jump you have to press RT right before you land because you will come out the shadows as you jump, and if you don't go back into the shadows you fall. And fail!