The Shining
Stanley Kubrick's The Shining is cinema gold. Even today, it's still widely popular. The very end twist that shows Jack Torrance in a photo at the Overlook Hotel from the 1920s has been widely debated for years. Kubrick likes to keep people guessing, so it most likely means that the photo was something he threw in there for some intrigue without actually giving it meaning.
The Wrestler
Mickey Rourke plays a wrestler who has been warned multiple times that he will die if he continues to fight. Instead of giving up his passion, he takes his chances in the ring. At the end of the movie, he jumps off of the ropes one last time as we watch his breath leave his body. Before he hits the ground, the scene cuts to black. The director has said that he does indeed die in the ring because it's where he felt most alive.