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1.
The term for a figure of speech in which a sentence or phrase has an unexpected or surprising ending. Often used for humourous effect, and thus heavily used by comedians.

Examples:

“Where there’s a will, I want to be in it.”
"If I am reading this graph correctly – I would be very surprised." — Stephen Colbert
"If you are going through hell, keep going." — Winston Churchill
"I sleep 8 hours a day. And at least 10 at night." — Bill Hicks
'The car stopped on a dime, which unfortunately was in a pedestrian’s pocket,' said one.
'A witty paraprosdokian there, my good fellow,' said the other.
by Banyshd February 08, 2009
 
2.
A paraprosdokian is a figure of speech in which the latter part of a sentence or phrase is surprising or unexpected in a way that causes the reader or listener to reframe or reinterpret the first part. It is frequently used for humorous or dramatic effect, sometimes producing an anticlimax . . . sometimes a very funny turn of phrase.
So what's a "paraprosdokian"?

"Like this: I asked God for a bike, but I know God doesn't work that way. So I stole a bike and asked for forgiveness."

"I don't get it"-

"Okay, how about: Do not argue with an idiot. He will drag you down to his level and beat you with experience."

"You mean, something like: I want to die peacefully in my sleep, like my grandfather. Not screaming and yelling like the passengers in his car."

"Phrasemaker!"
by al-in-chgo September 17, 2010