A combination noir/horror: Falling Angel
by William Hjortsberg. The movie, Angel Heart
with Mickey Rourke and Robert DeNiro, was based on this book. There is a huge, jaw-dropping twist near the end.
Thanks for the above recommendation, Nightbird. this looks like a good one. Add it to my miles long to-read list
Also I forgot a couple:
The Ex-Pats by Chris Pavone. This was an entertaining thriller that has twist after twist after twist. It would be silly, yet it's intelligently done with the author seeming to pile on the twists intentionally as a sort of smirking, slyly ironic homage to the thriller genre.
In the Woods by Tana French. Really really great literary mystery that takes place in Ireland. I love French's writing. Great twist near the end that I never saw coming.