You made me remember the post credits video from the first Silent Hill. It could be considered proof they didn't expect to develop more than one game.
The team behind Altered Beast and similar games used to do that in their works. Just looking at "Alien Storm" ending like a music video clip makes it a bit weird.
But I can't think of anything except console games where endings were all but a dream like Super Mario Bros. 2 or the one in Karateka if you defeat the boss and advance to the princess without dropping your guard.