Borderlands 2. First, the death of Bloodwing was just brutal and then the death of Roland while everyone was pumped up about your victory. I thought both were very well done. The second one, especially, surprised the heck out of me.
Final Fantasy VI. When the ending turned out to be just the half-way point, with Kefka turning on the Emperor and destroying the world. I thought that was bloody awesome when I was a kid.
Final Fantasy Tactics. Just everything. The whole thing was a story of twists.








