Okay, it's not really a ROM hack specific idea, but how about a game where the playable epilogue is actually a whole seperate story and game?
So you'd beat the game, get to the epilogue...
Then realise it's just led you to a whole new world with a new story, quest, characters, enemies and bosses, items and puzzles. Like playing Ocarina of Time, beating it, going to mess around with a post game sidequest and realising that you're now playing Majora's Mask.
I think URA Zelda actually used to/was meant to work like this. You'd have normal Ocarina, Master Quest, the post game, a second quest and Majora's Mask all on the same 'disc'. They gave up on the idea because the 64DD failed and the concept was too ambitious.
Then again, you know what would be even cooler?
A game which gets bigger and bigger in scope after every 'ending'.
So you'd start off with a simple Super Mario Bros 1 style platformer. No map, eight worlds with four levels apiece.
You'd then immediately go through Super Mario Bros 2 with the same structure.
But then, it'd zoom out and reveal that both these whole 'games' are actually just single parts of Grass Land in Super Mario Bros 3, and you've got about 150 more levels to play through spread over 7 more worlds.
But after you beat that, it zooms out again. Suddenly, it turns out the same world map is part of an even larger map which has Sarasara Land, Mario Land, Yoshi's Island, Isle Delfino and Peach's Castle on it.
And if you wanted to go really insane, have it zoom out again, Mario Galaxy style and show all of that was merely one planet in a ten or so planet solar system.
It'd an interesting twist on the whole 'epilogue' concept. And it'd be extremely surprising for a game that people assume would have just one quest.