I guess I'm a tad late, but...
As a horror film buff, I'll throw my 2 cents in (the slot). I think Brian DePalma takes the cake and door prize for scary trick endings. Actually, Isabeau unwittingly named two of his films, so I suppose she receives the door prize
. 'Carrie' and 'Dressed to Kill' have climactic endings that seem expressly intended to fill emergency rooms. Personally, the reason I didn't find the first 'Friday the 13th' movie's ending shocking is because it is lifted directly from DePalma. Even after watching Carrie several times, I think the ending is still shocking because DePalma sets it up so well. And the weird thing is you know what's happening before it even happens with that placid music and the makeshift Carrie White burns in hell grave marker. But I'll say no more so as not to ruin the 'surprise' for some. 'Dressed to Kill' may even be worse on the cardiac scale
. He's just so manipulative- but in a good way. 'Sisters' has at least one memorable shock and the freakiest score (by Bernard Hermann) I think I've ever heard, but the ending is more disturbing in a 'so that's it?' sort of way
. The other notables for me are:
Homicidal- a low budget William Castle film to take advantage of the success of Psycho (it was made a year later). To this day, I think, the most clever reworking of Psycho, and the ending contains a good twist/gimmic.
Wait Until Dark- there is a shock near the end of this film which, no matter how many times I watched it, I found absolutely frightening. The rest of the film was boring for me. The secret to the shock- it is quicker than quick, as the shadow leaps first...
Curtains- a small, Canadian horror film which had a good shock at its close. Not such a bad film, if memory serves.
The Legend of Lizzie Borden- made-for-tv movie starring Elizabeth Montgomery. The ending with, the 'Lizzie Borden' rhym being sung by children and the camera circling Ms. Montgomery is very creepy. Wes Craven might have viewed this before deciding upon an ending for Nightmare on Elm Street (hint, hint). Uh, oh- just found a site with the movie ending's audio-
http://members.tripod.com/~bewitchvic/LizBord.html 
Texas Chainsaw Massacre- not the exact end of the movie, persay, but the scene at the dining table with the close-ups of the eyeballs.
Clockwork Orange- not a horror film, but the ending with the furrowed brow- someone already mentioned Kubrick's 'The Shining' and Jack Nicholson, with furrowed brow, freezing to death- it's Kubrick trademark and horror-filmesque.
Psycho- Anthony Perkins 'I wouldn't hurt a fly' monologue and the super-imposed skull- pretty freaky, I would say. Hitchcock was so ambivalent about this ending that he cut and distributed two versions- one with the skull and one without. You
have to go with the skull
...
