Shutter Island
I came into the movie trying to be very observant because I knew that there was 'something up with it'. I sort of had a feeling that the movie's ending would be how it would be right from the beginning but the movie does a really good job of making you consider the 'fake' story of looking for a missing patient.
I think when he met Rachel Solando in the cave was basically the last confirmation that he was the patient all along but yet I still held out hope because I enjoyed the character just that much that I couldn't fathom that I had just watched Teddy make up everything that I as a viewer had seen.
Can't believe that Rachel Solando was an anagram for Dolores Chanal. Phenomenally brilliant movie. Although I'm not sure how well it would hold up on rewatch once you've already seen the ending - but certainly watch it at least once because you won't regret it.