The movie is about a young girl captured by human traffickers in Mexico City to be sold in the United States. Kline plays a cop trying to help the girl's teen-age brother bring her home.
"I didn't (worry) until I got there and these two bodyguards never left my side and lived in the hotel room next to me and said, 'You just knock on the wall here when you're ready to go out,'" Kline told UPI in New York.
"These guys never left my side because, as I was told, Mexico City is the kidnap capital of the world; it's big, big business, kidnapping," Kline recalled. "Yeah, I was scared. Or I was made to feel scared."
Kline said filming in impoverished neighborhoods in Mexico was an eye-opening experience.
"There was a whole community on the outskirts of Mexico City where these people had no water, no electricity, built their own, little cement enclosures and called it home.... I didn't know such things existed -- that level of bare, bare subsistence."
Celebrity Breakups and divorces of 2014 [PHOTOS]