Twists are great in Italian horror. Check out some of Argento's giallo films (Bird With The Crystal Plumage, Tenebre etc.) The killer is always a revelation. Don't Look Now has a great and bizarre story that you have to watch more than once to even come close to really understanding, I still get lost.
The Wicker Man...the ending's very famous and you can see it coming a mile away but it's superbly written, possibly better than any horror film I've seen.
The films in Lucio Fulci's Gates Of Hell trilogy (City Of The Living Dead (or Gates Of Hell in the US) The Beyond and House By The Cemetery) all have a surrealist tint to them and each film ends in an incredibly strange way, but it's not to everyone's taste.
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