The endings of the first two Back to the Future movies (each ending with a "To Be Continued..." at the end.) Note that the original theatrical run of Back to the Future did not have "To Be Continued..." at the end; it was only added later for VHS and TV prints when the first film became so popular, that they decided to do the sequels.
Film serials of the 1930's and 40's used this technique to bring audiences back each week to see how the heroes would get out of whatever tense situation they were last seen in. This was used to great effect in the The Adventures Of Captain Marvel serial, despite the protagonist being Nigh Invulnerable to most forms of attack. Not only did they occasionally place Captain Marvel in situations where even his invulnerability might not protect him (including one infamous death trap involving molten lava), his mortal alter ego of Billy Batson was often placed in dangerous situations, making the audience wonder if he'd be able to escape or say his magic word in time.
The 2001 version of Planet of the Apes ended with the human in a modern world where all people are apes... to be continued. But the movie was a failure, so there was no second part.
And let's not forget the movie The Italian Job (the original version) which ends with a literal cliffhanger that will never be resolved.
The Last Starfighter ends with Xur fleeing in an escape pod just before the destruction of his battleship. Obviously, this was meant to be a Sequel Hook, but no sequel was ever made as of right now.
Eragon ended with one, but a sequel was never greenlit due to the scathing reviews and low box office numbers.
National Treasure 2 did this on an epic scale. The President's Secret Book is constantly brought up throughout the series, and is incredibly important. The cliffhanger comes in when the President asks Ben (Nicolas Cage) to "...take a look at page 27." The viewers are never shown exactly what was on it, when Ben actually looks at the page the movie cut to what the other characters were doing at the time (escaping) and it isn't mentioned again.... until the last 2 minutes of the movie, where the President asks if Ben looked at page 27, to which he replies "I think I can help with that." End of movie. Fortunately National Treasure 3 is slated for a 2014 release, so this may finally be resolved, but this cliffhanger has had fan theorists screaming ideas since 2007 (and in some cases just screaming).