Does anyone know the name of this movie/show?

This is a bit of a guess, but your description strongly reminds me of this film:

Tempting Fate (1998 TV movie)

starring Tate Donovan, Abraham Benrubi, Matt Craven, Philip Baker Hall, Grace Phillips , Philip Casnoff, Ming-Na Wen, John O'Hurley

IMDb review:

A brilliant scientist is disregarded by the scientific community as harebrained and foolish. He manages to develop a machine that transfers a living being to a parallel universe, a universe that exists "between atoms" or the space within matter, where life is seemingly perfect in every way. His friends get in on the action and in a show of self-centered behavior, make an attempt to stay in the parallel universe and never go back home. It is at this point that the movie's psychological elements begin, as signs of the new world's demons and imperfections begin to take shape. ... This world seems like a paradise at first. No war. No money. Things like cars are left on the street for anyone to use whenever and wherever you live. However, it has its dark side in that this world has a brutal way of dealing with undesirables. They randomly pick people from the population to be runners in a game where they are hunted and bashed to death with baseball bats.

Was that Sliders?

http://www.imdb.com/title/tt0112167/