I'm certain The Wire, Breaking Bad, various movies, other tv shows, other books have some.
Side Effects when Channing Tatum is killed.
Spider-Man: Far From Home when J.K. Simmons pops up revealing Peter Parker and No Way Home when Peter gets his tingle after helping Doc Ock. Curse his sudden but inevitable betrayal!
Speaking of Marvel, Iron Man when Ultimate Nick Fury played by Samuel L. Jackson himself shows up, The Avengers when Thanos pops up, and Infinity War when Loki is killed especially, but also "Mr. Stark, I don't feel so good...". Though may be not open mouth, I marked out hard for Endgame when Jarvis from Agent Carter popped up in the past. The first television character in a movie before a certain great lawyer.
I feel like I'm listing too many, but when I get invested in something and it shocks me, it hits haaaarrrd.
Two more!
The Wire: After a season of searching around with no luck, cool Lester smooth takes Bunk out to some abandoned row houses, does his quiet thing for a good few minutes, moves some loose boards and taps some tight nails and finally replies to Bunk, "This is a tomb. Lex is in there." Then walks away leaving Bunk to look ahead, his gears turning, stepping back, and that wide shot of all those row houses. All those dropped bodies.
And not at all a good one, but a very shocking and horrifying one in Survivor when Jeff Varner outs Zeke at Tribal Council.
---
"In my headcanon, some staffer saw Trump pull out his phone and start typing so they just Terry Tate Office Linebacker'd him out of his shoes." - FFD