The lowest grossing film in the Harry Potter series is "Harry Potter and the Prisoner of Azkaban," which was released in 2004. Directed by Alfonso Cuarón, it earned approximately $796 million worldwide. While it received critical acclaim for its darker tone and character development, its box office performance was lower compared to other entries in the franchise, such as "Harry Potter and the Deathly Hallows – Part 2," which grossed over $1.3 billion.

In "Harry Potter and the Prisoner of Azkaban," the prison itself, Azkaban, is not literally banned; rather, it is a high-security facility for dangerous criminals in the wizarding world, specifically those who have committed severe offenses, such as the followers of Voldemort. The novel and film explore themes of fear and control, with Azkaban representing the darker aspects of the wizarding justice system. The story reveals that its prisoners are subjected to Dementors, creating a sense of dread and highlighting the moral complexities of punishment.

In "Harry Potter and the Prisoner of Azkaban," the woman screaming is the ghostly figure of a Dementor, which is a dark creature that feeds on human happiness and can induce feelings of despair. When the Dementors are near, they cause a chilling effect, and their presence can lead to intense fear and panic, which is reflected in the screams associated with them. The Dementors are particularly significant in the film as they guard Azkaban prison and play a crucial role in the story's plot surrounding Sirius Black.

"Harry Potter and the Prisoner of Azkaban" is often regarded as one of the best films in the series due to its darker and more mature tone, masterful direction by Alfonso Cuarón, and a deeper exploration of themes like friendship, fear, and the complexity of good versus evil. The introduction of compelling characters, such as Sirius Black and Remus Lupin, adds emotional depth, while the innovative visual style and special effects enhance the magical experience. The film's focus on character development and a more sophisticated narrative sets it apart from its predecessors.