Call of Cthulhu, with a master GM. We were in a modern game, at this nobles estate, and people were dropping like flies because the dude was a vampire, and we had no means of escape. Well finally, we are down to three people (started 12, this was a Con game), and my character managed to get away from the mansion into the open countryside. I found some railroad tracks, and decided to follow them, hoping to get to some town away from all the killings. Suddenly I see this light coming towards me, and making loud sounds. I pull my knife, and ready against the impending charge... of a freight train!
The GM had me and the others so paranoid, we didn't even see this one coming, although it was so very obvious. Afterwards, I thought "man that was lame, but also very cool", and it turned out my character was the only one NOT killed by the vampire, so that's something.