@joannekwan already mentioned Pan's Labyrinth, which is one of my all-time favorite endings to a story. Here's a few others, though (no spoilers!) ...
Spring
A Lovecraftian Romance/Horror film that takes the anticipation of "will they/won't they" to terrifying new levels and ends just perfectly.
Magnolia
One of my all-time favorite films -- maybe my favorite. The entire story builds tension as disparate characters become desperate characters ... and it culminates in a scene that ties everyone together so powerfully, so perfectly, it really goes beyond words for me. Plus, some of the best ensemble acting ever.
The Office (American)
Most people have probably seen The Office by now and know whether or not they love or hate it. In my mind, The Office writes the book on creating a perfect slice-of-life comedy with enough silly and enough heart to get you fully invested into its characters. And, even after 9 seasons, it nails the "flash forward" ending in such a way that you really value all of the time you spent watching the entire series.
The Watchmen
You make comic books/read comic books but haven't read The Watchmen? Probably not.
I'll still avoid spoilers, but Alan Moore's climax and epilogue is all at once rational, sickening, heart-breaking, rewarding, vengeful, hopeful and hopeless. It's so twisted up in its own uncertainties while deftly reminding you that life goes on, and isn't that beautiful and terrible thing?
That's at least a few of my things with favorite endings! : )