Film does this too, especially when doing the "two films at once" thing. Star Wars seems to have started the trend with the ending of The Empire Strikes Back, with Han Solo being captured, frozen in carbonite and being taken to Jabba the Hutt so he could be rescued at the beginning of Return of the Jedi.
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 Corridors of Time, the sequel of Les Visiteurs, ended with the time-travelling knight Godefroy de Montmirail and his squire Jacquouille stranded in the middle of The French Revolution, with looming threats of torture and guillotine upon them. The sequel addressing their fate in that era finally came out... after a whopping 18 years gap.
The Hunger Games: Mockingjay Part 1 ends with a visibly-shaken Katniss visiting the hijacked Peeta, who acts like a wild animal in his restraints, while President Coin congratulates the rebels for the successful rescue of the Victors though reminding that the worst has yet to come.
Spider-Man: Across the Spider-Verse has the Spot on his way to cause Jefferson's death, while Miles is trapped in Earth 42 by that universe's Aaron and a version of Miles as Prowler, and Gwen assembling a team of their friends to rescue him. This will lead into its intended direct sequel, Spider-Man: Beyond the Spider-Verse.
Mission: Impossible – Dead Reckoning Part One: While the Entity is still at large and an active threat, Ethan managed to obtain the key from his fight with Gabriel on the train. Meanwhile, all the world's governments are still looking to gain control of the Entity, and while Ethan heads to the Entity's location after Paris tells him (that is, inside a sunken Russian submarine), Gabriel will no doubt be seeking revenge on Ethan. This leads into Part Two, to be released in 2024.
Unresolved Cliffhangers:
Planet of the Apes (2001) ended with the human in a modern world where all people are apes... to be continued. Despite its financial success, 20th Century Fox chose not to produce a sequel, so there was no second part.
And let's not forget the movie The Italian Job (1969) (the original version) which ends with a literal cliffhanger that will never be resolved.
Eragon ended with one, but a sequel was never greenlit due to the scathing reviews and low box office numbers.
Bastille Day, the second sequel of Les Visiteurs, ends with the two time-travelling medieval protagonists being stranded in World War II.
Dom's story in Fast X ends on a classic one, with Dom and Brian trapped at the base of a dam after narrowly escaping a planned explosion from two remote gas trucks, but now left with no car. Dante then activates a series of bombs to destroy the dam and flood the river, with the screen cutting to black just as their detonation countdown hits 0.
