The Matrix.
Perfect example of an ending making me curious about the movie. Most of the others listed here are great movies, but they kind of let you know what sort of film you're about to watch. Watchmen is a superhero film, but it's about the downfall of those heroes, Departed is a gritty crime drama, The Dark Knight is the Joker vs Batman.
After the opening to the Matrix I knew this much:
1. There was an absolutely awesome chick who could leap incredible distances, dressed in black leather, and who could do amazing martial arts tricks.
2. There were men in suits called agents who could also do the leaping thing and were apparently really scary and possibly omnipotent.
3. Somehow, the chick got away from the Agents by running into a phonebooth, but I don't know how exactly she got away.
There are so many questions this scene raises which I want answered, and not one of the answers could be guessed by watching it. You would never guess that the Matrix existed, you'd never know who or what the Agents really are, and you'd have no idea about Neo and the one, which is why Trinity was in the MAtric in the first place, because she was trying to locate him.
Absolutely perfect hook of an opening.
