It's Game of Thrones, by far.
And they can't use the excuse that they ran out of material and had to write their own ending. Tokyo Ghoul Root A did it to moderate effect, and Fullmetal Alchemist (the first one from 2003) did it extremely well. They just couldn't write worth a damn so they said Fuck It and flipped the table. They'd already made their money from it. They had good options and they walked right past them. I guess they just wanted it to be a surprise?
LOST gets an honourable mention for being so weird. But I feel like they painted themselves into a corner, though that's no excuse. Again looking to anime as the standard bearer for storytelling others should be measured by, Assassination Classroom painted itself into a tighter corner. (Long story short, alien blows up the moon and threatens to blow up Earth if humans can't kill him in a year... but only some students are really allowed to try and he can only be harmed by rubber bullets and knives that wouldn't harm a real person — traditional weapons, whatever you can think of, have no effect. Oh, and he can also move at, like, the speed of light, squared, or something dumb like that. And holy crap what a stupid ending, but... they made it work. It's still stupid, but it worked better than the LOST ending, and the LOST writers had a lot more space to work in.)
