There's Picnic at Hanging Rock, but I can't think of many others. Altho part of the draw of that film is you can supposedly figure out what happened because all the clues are there. -- Which is sadly not true at all, the publisher just suppressed the author's original ending because it was SO BAD.

Or there's Rashomon I guess?

I remember the huge number of otherwise smart people who were STEAMED at the ending of Tana French's first book because while the cop solves the mystery, a mystery of what happened in his own past is never resolved (which is a theme in all of French's books). Many many people declared they would NEVER READ ANYTHING BY HER AGAIN, which is a shame because she's an amazing author.