The ending to Jason Goes to Hell. Nothing ever ever ever ever ever prepared viewers for this. I still remember going crazy when I first saw it. This was something people always dreamed about (har har) but you never saw it coming. M. Night Shyamalan's "surprise" endings have nothing on this.
Folks who grew up with Freddy vs Jason already out don't know what you missed back when this happened.
Jason Goes to Hell (surprise ending) - YouTube