In this cut, I think I found what I was looking for: a psychological twist ala Ambrose Bierce's "An Occurrence at Owl Creek Bridge" (French: La Rivière du Hibou). A similar construction has been thought to have been used in David Lynch's Lost Highway, where the protagonist is arguably electrocuted at the end of the movie. Other movies using this same idea are Jacob's Ladder by Adrian Lyne and Terry Gilliam's Brazil.