"My Life" starring Michael Keaton and Nicole Kidman. Spoiler I can't believe we went 6 pages and no one replied with it! CF'ers are slacking!
Most of the ones that come to mind have already been posted; The Mist, Seven, The Game, Planet of the Apes. I rather enjoyed the ending of 12 Monkeys & Videodrome as well. Love the ending to Dr. Strangelove.
So many good ones already mentioned. I for one didn't like TDKR ending. Some others I didn't see mentioned: Blair Witch Project Silence of the Lambs A Clockwork Orange Empire Strikes Back