The ending of Kafka's The Castle: 

She held out her trembling hand to K. and had him sit down beside her, she spoke with great difficulty, it was difficult to understand her, but what she said

That's just one of twelve books in this Publisher's Weekly blog post about novels that end in the middle of a sentence. The reasons for each abrupt ending are given, but Kafka has the best excuse--he died. 

The books are the nine above and these three below:

Link

The Rothschild Prayerbook, which once set a record for the most expensive illuminated manuscript sold at auction, will again be offered for sale by Christie’s. This time the Book of Hours is expected to sell for between $12 million and $18 million later this month.