Broken Saints: Chapter 22 Act 2. On top of being freaky as hell, it is also the point where all obscurity is thrown aside, and the conflict is finally given a clear focus.
Red vs. BlueReconstruction — Episode 16. Then, Episode 19.
Earlier then that, episode 12. The Teams aren't real soldiers. It was all an elaborate training simulation run by Project Freelancer, and the cast are random nobodies who have the lowest test scores in the military, and were unknowingly placed in the program to act as Cannon Fodder for Freelancers to practice on.
Recreation had a more lighthearted mood than the seriousness of Reconstruction but the finale had a major WHAM moment Washington is now working with the Meta, and he shoots both Donut and Lopez and takes Simmons prisoner.
And of course there's always Revelations episode 9 where Tex returns after two and a half seasons, and 18 Tex shoots Church, 19 Tex gets stabbed in the fucking face by the Meta, and 20 Wash joins the blues and Epsilon decides to go looking for Tex within the storage unit, knowingly trapping himself within.
Then there's the latest installment, where yet again the season finale (this time, for season 9) turns out to be a Wham Episode with the surprising appearance of Agent Carolina, previously implied to be dead.
Episode 10 of seasons 8 and 9 have both been this trope in-universe, both times introducing Tex to the characters, and then Tex proceeds to beat up some fraction of the characters, making it a double wham episode.
Season 10 both follows and subverts this pattern — sure, Tex beats up everyone, but it ends on a distinctly sour note.
The latter half of season 10 is pretty much just one wham right after another, but the final episode is enough to rival the end of Recreation: Agent Carolina is the Director and Alison's daughter, Church leaves the Blood Gulch Gang to Walk the Earth with Carolina, and the Director closes the Freelancer Saga by killing himself.
The Final Fantasy crossover series Final Fighting Fantasy really starts to kick the plot into gear around chapter six, Epic. But emotionally, some would say the Wham Episode is chapter three, Gaiden, which was a considerable boost in storytelling style from the first two.
Dead Fantasy — Part V shows us that characters are not in fact invincible and that these are life or dead fights and not some extreme battle exercises as many people thought.
The Lebrons has an episode called "Big Game", in which Kid LeBron loses in a big basketball game because there's seconds left for it.