For me it was Okami. I remember you do a ton of shit to get to a certain boss which I thought it was the end, only for it to reveal that there was a loooong path ahead.
Other than that, maybe cyberpunk? I was surprised after all that stuff you do in the beginning just to see the titles pop up
Tales of Symphonia.
The entire premise is built around 4 temples. Then you realize the story gets MUCH, MUCH, bigger. So much so that the game gave me a few of these moments.
I totally forgot the game was on two discs, even. Totally forgot about the second disc and was still surprised.