Hmmm...there are quite a few to list here. I'll list a few that come to mind...
The Shield:
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1x01 Pilot: After a bust, Vic turns around and shoots one of his teammates in the face to save his own ass, thus hooking me for life.
1x06 Cherrypoppers: After an entire episode of Dutch searching for the murderer of a teenage prostitute, the episode ends with no resolution, showing that in real life, things aren't always resolved within the hour.
2x06 Barnstormers: Vic returns to his apartment fully intending to mack on a fly honey, only to find Ronnie in the bedroom, his face badly burned and left for dead.
2x13 Dominoes Falling: After the Strike Team rips off the Armenian mob and sets the course for what will likely be the rest of the series, the season ends with the Strike Team staring at their heap of cash, wondering what they've gotten themselves into.
3x15 On Tilt: The Strike Team dissolves after a huge blowout between Vic and Shane. The audience can't help but wonder what will become of the series.
4x05 Tar Baby: Antwon makes Shane and Army his *****es. Nuff said.
4x13 Ain't That a Shame: The Strike Team whoops it up after catching a couple of cop killers AND hurting the El Salvadorian crime syndicate, not knowing that their asses are essentially busted.
5x111 Postpartum: To ensure that the rest of the team stays safe, Shane takes matters into his own hands and murders Lem in cold blood (effectively becoming the man that Vic was at the end of the pilot). After the rest of the team discovers that Lem has been murdered, Vic proclaims, "We're going to find whoever did this and kill him," as the camera focuses in Shane. Probably the most shocking event of the series next to the pilot.[/BLACKOUT]
Buffy the Vampire Slayer:
[BLACKOUT]2x22 Becoming, Part II: After killing Angel, Buffy takes off, seemingly for good.
4x13 The I in Team: As Professor Walsh prepares to use her homemade monster to destroy Buffy, the creature awakens and skewers her.
5x01 Buffy vs. Dracula: After four years of an only child, Buffy returns home and suddenly has a sister - and acts as though it's always been that way. Say what you will about the Dawn character, but that was a shocking moment indeed.
5x15 I Was Made to Love You: Buffy returns home to find her mother dead on the couch. In a mostly throwaway episode, this was an ending for the books.
6x21 Two to Go: After defeating Buffy in hand-to-hand combat, Willow proclaims that there's no one left on Earth to stop her. Cue Giles, sporting a hefty load of magic and his Ripper 'tude.
6x22 Grave: Instead of removing his microchip which inhibits him from harming humans, a demon shaman restores Spike's soul.[/BLACKOUT]
Angel:
[BLACKOUT]2x09 The Trial: After discovering there's no way to save a now-human Darla from the virus that's eating away at her and moments after Darla accepts this fate, Lindsay McDonald barges in with vampiress Drusilla, overpowers Angel, and re-sires Darla.
2x10 Reunion: Angel willingly allows Darla and Drusilla to slaughter a roomfull of lawyers, and then fires his staff when they attempt an impromptu intervention.
2x15 Reprise: Having lost all faith in his hope for humanity, Angel gives in and sleeps with Darla. Hours later, he awakens in a way familiar to Buffyverse fans.
3x01 Heartthrob: The audience discovers that Darla is pregnant after her night of passion in Reprise.
3x09 Lullaby: Rather than revert to a cold-blooded monster when she gives birth to her son, Darla stakes herself so that the boy can live. Upon discovering that Angel now has a son, vampire hunter Holtz allows him to live - for now.
3x19 The Price: Angel and the gang have been preparing for a great destroyer, and they finally meet him - in the form of Angel's missing son, Connor, now an 18 year old boy.
5x22 Not Fade Away: Angel and the gang go out in a blaze of glory.[/BLACKOUT]
24:
Pretty much every episode, but a couple of notable ones:
[BLACKOUT]1x23 10:00 PM - 11:00 PM: The audience learns that Nina is, in fact, a traitor.
1x24 11:00 PM - 12:00 AM: Jack saves the day and returns to CTU, only to find that during Nina's escape, she shot and killed Jack's wife Teri, who was also pregnant.
2x24 Day 2: 7:00 AM - 8:00 AM: After the threat of World War III has been averted, President David Palmer is addressing a crowd, only to be attacked as he's returning to his limo.
4x24 Day 4: 6:00 AM - 7:00 AM: In order to prevent a war with China, Jack must fake his own death and live on the run.
5x16 Day 5: 10:00 PM - 11:00 PM: In perhaps one of the most shocking twists in the 24's entire run, the man behind the attacks on the country is revealed to be none other than the President of the United States.
5x24 Day 5: 6:00 AM - 7:00 AM: Jack is abducted by the Chinese government and loaded up on a ship headed for Shanghai.[/BLACKOUT]
LOST:
[BLACKOUT]
1x23 Exodus Part II: After months and months of fan speculation, the castaways finally open the mysterious hatch - only to be shown nothing that's inside except for the darkness within.
2x20 Two for the Road: In a shocking twist, the newly returned Michael turns on his fellow castaways, shooting two of them and letting one of the Others go free.
[/BLACKOUT]
Those are just a few I can think of right now. I'll post more as they come to me.
