10. The Faker - The Wizard Of Oz
In the greatest morality tale about dangerous expectations in cinematic history, it turns out that the Wizard Of Oz - who is presented as the paragon at the heart of Oz and the key to each of the Yellow Brick Road's four pilgrims - is a fraud. He has no powers to give the Lion his courage, the Tin Man a heart or the Scarecrow his brain, because he's a fake.
Had you been paying attention early on, you would know he's a fake, because Dorothy meets his real-world equivalent in the film's opening scenes. After she decides to run away to save Toto, she meets Professor Marvel, the fortune-teller who is supposedly "acclaimed by the crowned heads of Europe."
He's actually played by Frank Morgan, who also played the Wizard Of Oz, and the fact that he turns out to be a fake should have clued us all in on how the film would end.