Sky Captain and the World of Tomorrow(2004)

Dr. Totenkopf, the man apparently responsible for the kidnappings of several elite scientists, actually died twenty years earlier.
The mysterious cloaked woman was a machine assistant he created to continue his work on the World of Tomorrow project after his death.
Sky Captain and Polly Parker (Jude Law and Gwyneth Paltrow) with the help of Francesca Cook (Angelina Jolie), destroy most of Totenkopf’s machines, shut down the World of Tomorrow project and save the world.