I'm looking foward to seeing ur replies because this was just off the top my head. I know there's a ton more.

Calerin's axe death in The Shining.
Totaly unexpected and awsomely refreshing.

Samuel L Jackson in Deep Blue Sea (is it horror?), thought he was going to there till the end and ended up as shark bait.

Ben in Night of the Living Dead.

In more ways than one, the girl buying ice-cream in John Carpenter's Assault on Precinct 13. My favourite, also in more ways than one.

Assault on Precinct 13 is hardly horror though. I have to say that the first that comes to mind is the end of Night of the Living Dead. Too bad I cannot be original

Final Destination, when the girl gets hit by the bus. I still jump at that bit even when I know it's coming.

the Shining and Deep Blue Sea, then, are horror, more than Assault on Precinct 13? i guess our definitions vary

Marion Crane in Psycho.

Actually I didn't make that conclusion entirely myself. Both AMG and IMDb don't list 'horror' as Assault on Precinct 13's genre, while 'horror' is listed on both The Shining (which is definitely a horror movie) and Deep Blue Sea (which isn't a horror movie to me, more like an action-thriller). Of course Assault on Precinct 13 has suspense, but I don't see it as a horror movie at all. In my books, it would be something like an action-thriller.

Don't look at me I like to rant.