5. The Bad Guy Wins - Chinatown
The Ending: Despite promising to protect Evelyn (Faye Dunaway) from her father, Noah Cross (John Huston), with whom she had an incestuous relationship and bore a daughter named Katherine (Belinda Palmer), private investigator Jake Gittes (Jack Nicholson) fails. After shooting her father in the arm, Evelyn is shot dead by the police as she flees, allowing Cross to take custody of Katherine while getting away with the numerous murders he was behind. As Jake is clearly disturbed by his inability to protect Evelyn, Lieutenant Escobar simply tells him, "Forget it, Jake. It's Chinatown."
How It Trolled Audiences: Hollywood is for the most part pretty allergic to downbeat endings, and 40 years ago, that was even truer. More to the point, considering that the ending to Chinatown results in the good guy spectacularly failing, and an innocent girl being left in the clutches of a lecherous old pervert, it's not just downbeat: it's downright screwed up. There's no redemption, no catharsis and no hope, and even today, that's totally shocking. The stinging cynicism of that final line doesn't help, either.