This post may contain spoilers.
Last time I was suprised by a game? When I finally pushed down on the elevator during the crab battle in Order of Ecclesia. It was rewarding enough to make all the times I died trying to beat that asshole worth it and I didn't even know that I was going to kill it, it was just the only thing I could do and the way it goes all the way down breaking into pieces and shooting blood everywhere was sasisfactory, I wanted that thing to die. surprises don't all have to be scary. Bigfoot in the mountains posing like in the photo was funny and surprising (if you've played the game you know what I mean) Other notable surprises:
1. Getting the awesomest airship in Skies of Arcadia mid-game.
2. I don't recall.

As for cutesy game turned dark, the place where Rosalina's mom was in Super Mario Galaxy (storybook time).
But my favorite surprises are the ones that make the game longer. That's why I haven't finished Blimpo Warrior 2.
I thought resident evil 4 was going to end on the village (the game was worth it for that area alone) but then it just continues and while some may say the castle and island aren't as good as the village, I don't care I enjoy them both.
If I didn't know before hand maybe the inverted castle (sotn) might have been surprising.
Oh yeah, and in New SMB, after beating what I thought was the last castle I was treated to some new levels, nothing big but it was nice to see the last world wasn't as mediocre as it looked.
FF6 has the mother of all game-expanding surprises, it's a horrible thing the game came with a fucking map of the world of ruin, ruining my surprise. ruin surprise ruinsuprisurin
and a big "fuck you" to those who didn't like the world of ruin's openess. >:(