Some quick examples:

Garden path: "The horse raced past the barn fell."

The whole meaning is changed by adding one word to the end of the sentence, and you have to read the whole thing again to get it right. Makes hell for software trying to parse the sentence.

Paraprosdokian: "It's too bad that whole families have to be torn apart by something as simple as wild dogs."

The whole meaning is changed (and made funny!) by an unexpected series of words at the end. I love the examples on the wikipedia page.

And don't forget the double-Paraprosdokian! One example which springs to mind:

http://www.smbc-comics.com/index.php?db=comics&id=726#co...

(Remember to mouse over the red button.)

This is basically the entire concept of smbc.