I come bearing aweful news.
Mummy. Now, don't be fooled. This isn't The Mummy, no. The ending has them chase down the Mummy, but it charms the professer and he kills them all. The film ends with the mummy in close up disguised as a person. Aweful. I was fooled into thinking it was The Mummy (a much better film) and was very disappointed.
The Wendigo ends oddly. The hero and the villian fight (both having fed on human flesh, and powered up) but the hero wrestles the bad guy into a bear trap and films ends with the eternal last words "That was sneaky". :\
The Thing is great bad ending, so has quite a few that have been mentioned.