In no particular order;

Breath of Fire IV: Elina's fate.
Etrian Odyssey: Reaching the Fifth Stratum
Legacy of Kain: Soul Reaver: Discovering Raziel and his brothers were formerly Sarafan.
Mass Effect: Pretty much everything that happens on Virmire.
World of Warcraft: "Did you think we had forgotten? Did you think we had forgiven?"
Star Ocean IV: The true nature of the universe. Ehehehehe, everyone else was so mad, but I love it.
Knights of the Old Republic: Your true identity.
Final Fantasy X: Basically everything you learn from Home until you leave Zanarkand.
Metal Gear Solid: Miller's true identity.


I'll also mention Breath of Fire III, as the twist is not actually very consequential in the grand scheme of things, but is very moving: Teepo survived as well.
I'll further give an honorable mention to MGS2, because Kojima's bait-and-switch was absolutely god damn hilarious. Enjoy being Raiden! (Don't worry, he gets great once it's time for Jack to LET 'ER RIP in MGR:R)