like PoD said, there are many examples depending on how you want to look at it, if you mean where the characters deceive one another there are almost too many to mention. Wher the audience is decieved along with the charcters, or by the characters there are also many, films particularly, that use this as a device - The Crying Game, The Usual Suspects, and a really good one with Edward Norton as the innocent victim who turns out to be the psycho in the end (that i can't for the life of me remember what it was called) and Fight Club.
Rear Window is possibly the most famous example of a film demonstrating that choosing a particular frame, choosing what the audience sees, is in its own way a form of deception, or can lead the captive viewer into self-deception.
Many books also employ quite subtle deception in a way not generally achievable in film, where the narrator (usually seen as an objective teller of the story) is revealed slowly as having an interest in the story themselves and consequently not entirely trustworthy in what they say about what happened - Pnin and Lolita by Nabokov and My Antonia by Willa Cather are classics