Thief: The Dark Project, the Trickster cutscene. http://www.youtube.com/watch?v=-AAzkPkiImo
Now that's how you do a plot twist. It was fairly obvious something was twisted with Constantine, but not that twisted. And the sheer style... oh man, watching that for the first time. Blew. My. Mind. and practically single handed got me addicted to gaming. After an experience like the first Thief game delivers, I had to seek out more games to see if any came close. Few do, if any, but there's plenty of amazing games out there regardless and I've never looked back.
Ending? I've always been fond of Starcrafts ending, with Tassadars triumphant suicide attack on the otherwise invincible Overmind. Other than that there's the fun Vampire: Bloodlines ending where if you make the wrong allies... lets just say it's not a happy ending. Very cool though and certainly appropriate.