5. Back the Future 2
We're brought back to the final scene of part one. All is good, and Marty has already taken his journey back to the future. But oh, snap, if that isn't him running in.
"BuhbaBABAAaaBAduhDadaduhdaaa! To Be Concluded"
4. Being John Malkovich
In the final scene it is revealed to us that Craig is stuck forever in the body of Emily, Maxine's son, doomed to watch Lotte and Maxine enjoy life. Spyke Jonze and Charlie Kaufman let this awkward reveal sink in as we see a very long sequence where Emily swims around the community pool.
3. Donnie Darko
Rhetorical Device of the Day: Dramatic Irony
(Note: The final scene proper begins at 3:10 into this video. I couldn't find anything that only had the final FINAL scene. Here is the final scene in addition to the music montage that precedes it. Enjoy that one song you forgot about.)
2. Soylent Green
Talk about biggest twists in a movie ever. There is just something completely harrowing out of Charton Heston's final screamed recipe.
1. The Great Train Robbery
This is one of the earliest, and most innovative instances of breaking the fourth wall in film. After all the events take place, the lead bandit shoots you, the audience, at point blank. If only they had talkies in 1903...