I just saw The Cabin In The Woods last night. The following contains almost no spoilers. Less than the trailer, anyway.
Which states outright that there are big twists, and hints at what one of them is. But there are more. I won't say what they are, just that they exist, and that they're pretty darned big.
Inevitably, got me thinking about twists in games. I think they should generally be flagged up if they're going to be significant for a long period. I don't like bait and switch games as a rule. I'd make allowances for genre - a spy thriller game should have twists, but they should be spy thriller twists, not "and then the Russian agent turns out to be a dragon from Mars". Don't change the Weird Level substantially for a long period, either up or down.
In one-shots, of course, like The Cabin In The Woods, twists can be a major feature, because we're not so attached to the game world and our PCs.
(Or likewise in isolated episodes in a larger campaign where the "reset button" is pressed at the end of the session and there are little or no consequences afterwards - like the episode of The Watch House where four of the players were prepped to play the actors playing their characters while the other players went in blind. Of course, you have to know your players to pull a stunt like that.)
But even there, stay in genre.
To paraphrase a friend, he'd signed up to play Star Wars, not a game about backstabbing mercenaries working for the bad guys who happen to live in the Star Wars universe. At least a mention of "backstabbing mercenaries working for the bad guys" should go in the signup sheet blurb.
Or (here's the almost-spoiler) The Cabin In The Woods still works as a monster movie as well as a commentary on monster movies.