7. The Monster's An Alien/From The Bottom Of The Sea - Cloverfield
The Movie: Ostensibly Godzilla meets Blair Witch by way of 9/11 archive footage, Cloverfield is a masterclass in mystery (it was produced by J.J. Abrams, after all). The whole film was marketed on how little it showed (for a long time it was just known by its American release date, 1-18-08) and it remains a thrilling watch thanks that much rumoured sequel never materialising.
Confined to the point of view of a single group of twenty-somethings, there's not really much hope of finding out any of the facts about the beast that's rampaging through NYC. And even though the movie does eventually give a proper money shot of the monster, it leaves any vague explanation up to the incredibly complex Alternate Reality Game that accompanied its release.
The Twist You Didn't Notice: Well, almost. The final scene shows a recording that the rest of the movie has been taping over - hero Rob and love interest Beth at Coney Island a couple of months before the disaster - which contains a big, but hidden, piece of info; when looking out to the sea something can be seen crashing down into the ocean.
Either the monster itself or the satellite that woke it from its deep-sea slumber (depends on what origin theory you subscribe to), this turns the film from simple on-the-ground footage of a disaster into a key clue to where the horror came from.