Despite being a genre that has practically an infinite well of source material to draw on, the twists in comic book movies often end up being rather predictable. The films usually draw from the most famous stories, so why wouldn't they be? At least for comics fans.
It's not as though the Winter Soldier wasn't going to be Bucky, or a different person was going to form the Sinestro corps. All of these supposed twists are about as shocking as Bruce Wayne being Batman, even for those that only have a passing knowledge of the books.
In a few cases comic book movies have managed to be surprising though, whether that be because of an unexpected incident of fan service, a massive diversion from the comics or, in the worst cases, silly writing.
Most of these cases are surprising as few hints were planted prior to the moment, making them truly shocking. Just imagine how astonishing Cap wielding Mjolnir would've been had he not almost been able to do so two Avengers movies beforehand!
Foreshadowing is all well and good, but the following moments - either for better or for worse - all prove that the most shocking moments are those that come out of the blue.