6. Road To Perdition (2002)
The "False" Ending... Having unleashed hell upon those former associates who murdered his family in cold blood, hitman Michael Sullivan takes his only living son to a beach house in the town of Perdition, where they will live out the rest of their days together in peace. At this point, and for all we know, there is nobody left alive who could bring harm to Sullivan and his son - we assume they're all dead.
But Wait... As Sullivan enters the beach house, he's shot by Maguire, a hitman from earlier in the movie who we'd most likely forgotten about by this point, or believed to have been too disfigured or injured to continue his work. When Sullivan Jr. can't bring himself to shoot Maguire, the eldest Sullivan manages to bring his gun up and kill the hitman. He then dies in his son's arms. When this all happens, it comes out of nowhere - the sense of calm we experience after the storm really lures you into a false sense of security. Shocking, but genuinely effective.