Denied something we know will be awesome
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In The Simpsons episode, "The Twisted World of Marge Simpson," a melee breaks out on the Simpsons' lawn that Homer wants to watch because there's one guy who's just standing there and Homer knows he's about to do something awesome. Marge insists they go inside though and away from the danger. The moment they do, we hear the guy do something awesome.
In X-2, the school comes under attack from Stryker. His gunmen encounter Colossus, all aura-ed tf up, and they open fire only for their bullets to not phase him at all and to end up getting thrown through a wall (which we don't actually see Colossus do). Moments later, Colossus runs into Wolverine and offers to help and we think we're about to get this badass team-up and actually see him in action only for Wolverine to instruct Colossus to leave and help get more students out.
In Iron Man, we see Rhodes eyeing the War Machine suit and we're hoping he'll suit up and go help Stark, but the movie decides to save something for the sequel and pretty much has Rhodes say as much right to the audience.