Unbreakable - I guessed he was the villan of the piece but didn't that he was responsible for the attacks, I think I thought his first evil act was going to be killing Unbreakable come to think of it.
Fight club - hated this one at first, reminded me right away of the twist in the 80's mini series 'The Untold Legend of the Batman' that I felt was a big cheat when I read it as a kid.
Unknown enemy stalking Batman who knows all his secrets turns out to be Batman's split personality that emerged after an explosion(which was not shown in the story, just in flashback).
Once I got over that flashback to a childhood disapointment, I really got into it, brilliant, esp watching it back again, fav scene watching back was maybe when he's saying 'What the hell did you guys do?' when theyre watching the smiley face attack on tv.