PTA is the master at making me stick to my seat, eyes wide open, thinking "what the frick just happened?"
This has happened several times for me:
In Boogie Nights when Little Bill shoots himself in the face, then cuts to title card (80s). A perfect transition from the fun loving 70's, to the downfalls of the 80's in one unforgettable moment.
In Magnolia with the rain of frogs. Definitely was not prepared for that after 3 hours of distress, heartbreak, and sadness. That's why it was so perfect.
In Punch-Drunk Love when the SUV flipped in the beginning. After about a year and a half of anticipation and of not knowing what to expect, that scene was exactly what I needed to reassure my excitement for the movie, and prepare me for what was to come.