#4. The Irony of Sander Cohen, BioShock
Sander Cohen was pretty much a sadistic monster in every way. This is proven when you meet him in the original BioShock when he traps you in Fort Frolic and demands that you kill his remaining three disciples and photograph their corpses for his collection.
The real WTF moment comes a little later in the game, however. After completing his gruesome task, the player will be confronted directly with Cohen. Should you decide to exact vengeance and kill Sander Cohen, the player can photograph his corpse to unlock the achievement known as 'Irony'.
If that's not the definition of irony, we don't know what is.
3. Eleanor Kills Sophia, BioShock 2
Throughout the events of BioShock 2, you are given a series of choices to rescue the Little Sisters or harvest them, as well as which NPC characters are going to live and which are going to die. What you don't realize, however, is the extraordinary effect your choices will have on the outcome of the game.
There are multiple outcomes possible in the game, but there's one special ending that absolutely blew us away. Should the player decide to rescue the Little Sisters and kill the NPCs, the game will end with Eleanor Lamb killing her God damned mother. As Eleanor's mother is gasping for air, Eleanor approaches her and drowns her.
Perhaps the biggest WTF moment comes from Eleanors words after the slaughter of the woman who gave her life: "I loved my mother, and I never wanted to hurt her. But with what she did to us, she gave up the right to exist. My hands were shaking when I did it, but you were there to steady them."