False ending
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A false ending is a narrative device where the plot seems to be heading to its conclusion, but in reality, there's still more to the story.
The presence of a false ending can be anticipated through a number of ways. The medium itself might betray that it isn't the true ending (i.e. it's only halfway into a book, a film's listed running time hasn't fully elapsed, only half the world has been explored in a video game, etc.), making only stories with indeterminate running length or a multi-story structure able to pull this off effectively. Another indicator is the feeling that too much of the story is incomplete when the false ending comes, making it feel like there has to be more.
[edit] Examples
Two examples in film include L.A. Confidential and The Lord of the Rings: The Return of the King. In the former, it seems like the case is completely closed with no loose ends until one of the witnesses admits that she lied about important details to give more importance towards the trial of the people that raped her, exposing a cover-up conspiracy. In the latter, the movie keeps using editing techniques that are indicative of endings in scenes that could be used as such, but continues with more until the movie finally ends. Another example is in The Simpsons Movie, where, at a very climatic stage in the film, the screen fades away and says To be continued, which is then followed by the words Immediately.
Some examples in video games include Final Fantasy VI and Wild ARMs. Both involve confrontations with the major antagonists at what seems like their final lairs, but are easy to see through. The formers manual spoiled it by providing pictures for the world before and after crisis while the latter fell victim to the fact that a good amount of the game map hadn't been explored yet. A third is in Naval Ops: Warship Gunner, upon sinking the Druna Skass a second time (Which can only happen if the player plays though the game again, as the game resets itself to the beginning if you sink it once), the player is greeted by another supership, that looks just like the Druna Skass. Yet another example is the survival horror game Obscure II, in which the player must wait until the credits roll to their conclusion before gameplay resumes.
Computer Role Playing Games are notorious for having such plot devices. It usually involves the game's main antagonist being defeated, only for a previously mentioned character to be revealed as the "real" villain. One example is The Legend of Zelda: Twilight Princess, in which the main character is apparently about to have a boss fight with the former villain, Zant, but he is then killed by another villain.
[edit] Effective Use
While it is difficult to use the device effectively, there are several methods that allow it to be done.
In several video games, such as those which have multiple playable characters and story lines, the game may appear to end after defeating a difficult boss, or clearing what appears to be the "Final" level, complete with credits, an outro, and a return to the start screen. These endings are different from bad endings, as everything may appear to be resolved. However, fulfilling conditions such as clearing all the storylines, reloading the save file, or reaching the "ending" in a New Game+ mode may give the player the option to continue on to the real ending.
An example of this is Sonic Adventure, and its sequel Sonic Adventure 2. In the former, there are 6 Stories to play, only the main character's, Sonic's being the most complete. The other character's stories are simply side-stories. However, if "all" of the stories are completed, a final story appears which wraps up the game and acts as the "true" ending. In the latter, there are two stories to play, one for the heroes, and one for the villains. Of note is the plot device is hidden in a false Chaos Emerald being used that would destroy the space colony in which the villain Doctor Robotnik is using as a base. It is at first implied that Robotnik took the false Emerald, but in reality, when the last story is played, again, after the two normal stories are completed, a true conclusion is offered.
