The Others
It is hard to go wrong when you have a ghost story in your hands. In The Others, Grace only realizes the truth at the end of the movie. This is when she learns that she is a ghost! Not only that, but it also dawns on her that she actually killed her kids and then took her own life.
Snowpiercer
The premise of Snowpiercer requires a fair amount of suspension of disbelief. No one on the train thought that it is possible to live beyond the confines of the train. In the end, no one but Timmy and Yona survives. After leaving the train, they find a living polar bear, which goes against everything that they were made to believe.