Things like the Red Wedding in A Song of Ice and Fire. Basically a scene in a novel that literally makes you go 'what the -blam!-?' and you can't believe what you've just read. Feel free to post it in spoiler tags if you want.
Mine was a few moments ago. It needs a bit more backstory for it to be truly wtf though. I'm going to put it in spoiler tags just so it doesn't take up so much room.
[spoiler]Half the novel is dedicated to a girl who basically goes from 'perfect, smart, etc' to basically insane. I won't go into detail as to why; but she basically becomes obsessed over a single thing and ends up losing her entire past self because of it.
Eventually to feed her obsession she does some pretty horrible things. She basically leaves her family/friends behind to do it, and does whatever she can (using her body, in a few cases) to obtain what she needs.
At one point she finally achieves what she wants. She finds people who share the same interests, and actually starts to become normal once again. Eventually she finally realizes that she doesn't actually care about the thing she was obsessed about, and that she actually just wants to be with those people. After being cut off from friendship/love for so long to finally have a chance to feel it again makes her feel like a human again.
Of course, this is where the 'what the -blam!-' moment comes in. If you're wondering, the 'obsession' isn't actually about drugs, but about magic.
The people she found are all similar to her, as they all have had -blam!-ed up pasts but they also share her obsession. They want to find the root of all magic, and in doing so, turn to religion. They look at all the history of religion in an attempt to find the root of where magic came from. In the end, they believe they are close to it, and begin to summon a God.
So after months of preparation, they attempt it. The God they attempt to summon is something of a 'mother', and many are motivated to do it just because they have had so much -blam!-ed up stuff happen to them in the past they just want to be 'healed'. It becomes less about finding the root of magic and more about wanting the comfort a God can provide. The girl, however, realizes (like I mentioned before) she doesn't really care about the God, and just wants to be with her new friends.
She doesn't realize this until it is too late, though.
They summon a God. But not the God they want. Instead, they end up summoning a 'trickster' God. This God begins to massacre everyone in the room, and even with their magic they can't fight back. In the end, the girl tries to offer herself up as a sacrifice to save another girl (one of her friends). The God takes her up on her offer, but he doesn't take her life. He instead -blam!-s her, takes the humanity she so wanted, and then leaves her alone in a room full of the corpses of her friends.
So, yeah. I knew something bad was going to happen, but I didn't expect a -blam!-ing massacre + -blam!-. I literally said what the -blam!- while reading.[/spoiler]
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[quote] She put her hands on Avery's shoulders and pushed him onto his back. Sitting astride his ankles, Jilan helped him with his pants. Then she crept upward, planted her hands on either side of Avery's head, and began to move. Avery was instantly entranced by the back-and-forth sway of her bosom. He cupped the weight of her in his hands and knew at once he'd made a tactical error. The heavy roundness of Jilan's skin started an ache that crept up his legs and settled on the small of his back. All she had to do was squeeze, and a moment later he was spent. [/quote] excerpt from one of the halo books.