Some intriguing choices, makes me want to go back issue shopping. The final page of Watchmen #11 really did pack a wallop, didn't it? Luckily, I read it first in a collected edition and was able to dive right in to #12.
On the Marvel side, I remember my jaw dropping at the last page of Iron Man #242 (1989). After a fairly typical battle-with-Mandarin issue, Tony returns home to his stately manor and proceeds to be shot point-blank by an ex-girlfriend. The following issues dealt with his paralysis from the gunshot. It was quite an out-of-the-blue shock ending.