Three come immediately to mind:

FF7 (...this obviously shouldn't be a spoiler for anyone on this forum, but out of courtesy...) (SPOILER)Aeris's death, then the whole sequence of untangling Cloud/Zack's past in disc two. Absolutely classic.

Chrono Cross, when... (SPOILER)halfway through the game you swap bodies with the main villain. UM WHAT. I feel like this has become really underrated over time, but if you didn't know anything about the game it would be a total mind-eff.

And, probably my personal favorite, Star Ocean: Till the End of Time... (SPOILER)going through the Time Gate to Arkives, and discovering the nature of the Eternal Sphere. Some people apparently think this is a terrible plot twist, but I couldn't disagree more. This was probably the last gaming moment that literally had my jaw on the floor. I mean, this is so far out of left field and so unexpected based on how the rest of the game sets up. Absolutely stunning.