Think “cliff-hanger” and you’ve got it. But it can also introduce a character, action, or thought that makes the entire chapter that preceded it be viewed in a different light.
For example, you’ve just written a chapter about how peaceful the river scene is. The sting might be:
“But Harry didn’t count on the rapids around the bend.”
But don’t overdo it. The technique can become brassy, even crude if you use it to conclude every chapter. I could name some examples, but my mother said I should always be polite. 🙂