Some films had completely unexpected twists that weren't believable to me, so I don't remember those!
Unexpected endings aren't always about twists though, so here are a few I remember for twists or just some for some kind of unexpectedness. That unexpectedness often makes a film one of my favourites, because it leaves me thinking or hits me with an emotional punch.
The Usual Suspects
Infernal Affairs (2002)
Vertigo
Tell No One
Leave No Trace
Moon
No Country for Old Men
The Man from Earth
The Fellowship of the Ring (I couldn't believe I'd have to wait another year)
The Guilty
The Boy in the Striped Pyjamas
Toy Story 3
Psycho
Identity
Three Billboards Outside Ebbing, Missouri
Million Dollar Baby
One Cut of the Dead
Sixth Sense
Memento
Elle
The Empire Strikes Back
Rogue One (even though I knew what was coming)
Black Swan
Victoria (2015)
The Handmaiden
The Prestige
Coco
A Taxi Driver
Parasite