The Prestige - I saw it before like 6 years ago and didn't figure it out. I must have fallen asleep 'cause the movie explains it all pretty clearly.  Anyway, there's obviuosly a twist at the end which probably could be figured out but 99.999% of people wouldn't get it.   Entertaining movie.

The fact that there is a character that plays a small recurrent role obviuosly had something to do with it. I figured that part out. Coudln't figure out what his role was, though.