The Spanish Prisoner.
Most people seemed to think Matchstick Men when they saw this movie, but my first thought was The Spanish Prisoner -- which was the superior "long con" movie, IMO. It's been quite a few years since I saw the latter, but I do recall that I didn't see the con coming from a mile away in it.
Though I enjoyed The Best Offer, my main problem with it was that both we and Mr. Oldman suspect that he is the victim of a long con fairly early on. Halfway through the film he is already asking the very people conning him if "love can be forged." He knows he's being conned but is too lonely and in love to want to fully accept or believe it. Which is why, despite Virgil's flaws, we feel more sorry for him (and for the story) than anything.
Ultimately, with or without a "happy ending," I would have preferred a movie about a bizarre love story in which a man projects his own suspicions about being the victim of a long con successfully enough to have the audience convinced of it as well. The twist in that film would be that he is not the victim of a con; the surprise of the ending being whether fear conquers love or vice versa.