Over the weekend, I watched a movie called Limbo. It has an especially clever ending.
In the final scene, the main characters are stranded on a small, out-of-the-way island in Alaska. They see a plane coming towards them. They were expecting this plane, but they don't yet know whether the pilot has come to rescue them or to kill them (for reasons I won't go into). For many tense moments, the three hug each other as they watch the plane slowly make its way toward them.
Then the camera cuts out and the credits roll. Whether they were rescued or slain is left unanswered.
What's clever about that ending is that it strongly emphasizes the story's theme, which was how these three characters living in a sort of limbo grew together into a family. The jarring lack of resolution to the action demands questions from the audience, forcing them to reflect and consider the theme more deeply.
The usual purpose of cliffhangers is to ensure the audience is interested in viewing the next episode of a story. In this case, a cliffhanger was used to illuminate a finished story. How might something similar be done in a game?