mine is a kinda violent moment that made me say WTF!?, when i saw a character get her computerized brains blown out with a pistol in AppleSeed Ex Machina...
<SPOILERS> When Kaede, the “good girl”, suddenly goes psycho, ala Fatal Attraction, in the show Shuffle!. Batsh*t crazy! Tries to assault Asa with murderous intent, the girl the main guy ended up choosing.
Probably THAT scene in Made in Abyss. The one in episode 10. You know it if you've watched the show. Did not expect something like that to happen.
Then you've got plenty of shows that are WTF moments in and of themselves, like Paranoia Agent and Serial Experiments Lain. Anime is very, very good at doing shows like that.