Shutter Island
It's a film you watch a second time.
I really loved the psychiatric hospital theme; I love it when films deal with subjects like that.
I didn't guess the ending at all. At first, I had a hunch. I thought he was actually a patient at the hospital because there was a certain air about him... this isn't his first time here. And the way the woman smiled at him, I found it strange.
Then I thought, maybe he's not from around here, but he's definitely disturbed. I thought he was having hallucinations and all that.
But then the film's theory immediately drew me in. And so I didn't see the ending coming because I'd forgotten my main theories. And even at the end, I was in denial.
Then, because you're racking your brain trying to understand and therefore solve the mystery, you forget to actually watch the film. That makes you miss a lot of details. In short, you need to rewatch it.