Silence of the Lambs
Jodie Foster (playing Clarice Starling) had no idea that Dr. Hannibal Lecter (played by Anthony Hopkins) was about to make that weird hissing noise. He added that in at the last minute, as a way to make the character more unsettling (as if being a serial killer wasn't unsettling enough?) Jodie's reaction to the noise was incredibly authentic, she was as shocked as the audience.