Off-the-top-of-my-head-I-should-be-working-instead-of-doing-this-list:
1. Open Water - fun little movie, and it ended the only way possible
2. Usual Suspects - Yeah, they got me. 
3. Blair Witch Project - Scoff if you will, but that final ten seconds remains the creepiest  moment I've ever experienced in the theater. 
4. Blade Runner (director's cut) - I love endings which force you to draw your own conclusions
5. The Abominable Doctor Phibes - You can't get more gothic than that.
6. Carrie - Cheesy. Unnecessary. Terrifying.
7. the Matrix - Neo flying past the camera and into legend. I'm so happy they never decided to make any sequels. 
8. Conan the Barbarian - I spent 20 years waiting for Conan to place the jewelled crown of Aquilonia upon his troubled brow. Alas. 
9. The Godfather - There's nothing I can really add. Still takes my breath away. 
10. Brazil - Best. Ending. Ever.