Fando y Lis is another one - no answers or plot or anything in that bad boy.
Imo, the most convoluted ending I've ever tried to work out is the ending to Final Fantasy VIII. Theres a time paradox and no explanation given to what the main the villain is, or why she can or would want to do anything. People hypothesise that it could all be a dream, Rinoa could be Ultimecia, it's a parallel universe or whatever.
Actually anyone interested should definitely read this article about it all being a dream of Squall's.
http://squallsdead.com/
It's a pretty awesome read for any FFVIII fans.