The other night I put on 'From Dusk Till Dawn' on Netflix. My girlfriend had never seen it and knew nothing about it. I decided not to tell her it was a vampire movie. That turn (no pun intended) comes absolutely out of nowhere if you're not expecting it. What are some other movies that go to completely unexpected places?
Prometheus, it went straight down the toilet.
The Big Lebowski. Man....I thought they were gonna pay the ransom, but holy shit! It was Walter's underwear! 
In for when I think of something to contribute
The twist at the end of the first Saw movie was spectacular. That shit gave me straight up goosebumps.
Seven had a pretty awesome twist at the end as well. 
Dusk till dawn gave me the same reaction as your girlfriend.
Also The Village.
The sixth sense.
Sixth sense
Fight club
Million Dollar Baby. Boxing story improbably transitions to Hollywood pushing the assisted suicide agenda.
checkuroil - Sixth senseFight Club was good, but I figured the ending of Sixth Sense out before I even saw the film.
Fight club
A friend said 'Sixth Sense is awesome, it has a twist at the end that you'll never guess.' I promptly replied with the correct ending. He was not amused, and I've never bothered watching it.
ghost of KVR -In ENGLISH, please!!!
usual suspects
The cock in Crying Game.
Fight Club as a whole shocked me, not just the ending. I didn't watch it the first couple years it was out because I thought it was a dumb action flick about fighting. That's how it was advertised.
Not a great movie, but an awesome "wtf" moment.
Luke, I am your father
/thread
TFK_HossPearson -ghost of KVR -In ENGLISH, please!!!
usual suspects
He'll flip ya. Flip ya for real.
This one was cool, too. I'll just post the trailer, in case people haven't seen it yet.
Stronghold - Luke, I am your fatherThis.
/thread
Obi Wan never told you what happened to your father...
Identity
Full Metal Jacket