Last Stop, Chinatown
The ending provides one nasty turn after another. We've already been rattled by Evelyn's revelation of incest with her father.
So, when Noah and Jake go to Chinatown, we're hoping for a happy ending—maybe the cops will arrest Noah, or Evelyn will takes her sister/daughter away to safety? And, originally, the screenwriter, Robert Towne, did have a (relatively) happy ending in which Evelyn shot Noah dead.
But, given his characteristically dark view of reality, the director Roman Polanski talked him out of it. And the ending we're left with is flat-out horrific.
Noah brings Jake to Chinatown and tries to intercept Evelyn before she can take their daughter away. The cops are there, which would seem fortunate, but they won't listen to Jake when he tries to tell them that Noah's a criminal.
Evelyn takes matters into her own hands and shoots Noah—but the wound isn't fatal, and Noah stays on his feet. When she tries to flee the scene, the cops gun her down. Noah takes his screaming daughter/granddaughter away from the scene, and there's the awful hint that he'll do to her what he did to Evelyn.
Bewildered, Jake can only walk away from the scene murmuring the words, "as little as possible" with his assistant telling him:
WALSH: Forget about it, Jake—it's Chinatown.
Jake realizes he never understood the reality of what he was dealing with until it was too late. He believes that he would've been better off not investigating it, and not getting involved.
And the viewer is left totally haunted.