Masters of Horror (2005)

Season 1: Episode 2

Walter Gilman, a college student rents a loft in a building in the New England town of Arkham. While studying interdimensional string theory at college he is haunted by nightmares of a 17th century witch and her rat with a human face. He must prevent the death of his neighbour's baby at the hands of these forces while it's possible he could become the murderer himself.