Yes, here in the UK we only had to wait out that cliffhanger for a week too. It was several years before I even realised the two episodes were from different seasons.
Other moments I can think of:
Apollo13
We know the story. We know it ends well. And yet the tension built up during the longer-than-planned re-entry means that when the picture finall shows the spacecraft under the parachutes and the voice of Tom Hanks as Jim Lovell comes over the comm I have a strong urge to leap up and punch the air in triumph and relief.
Blackadder Goes Forth: Goodbyeee
The story goes that the writers, concenred that people might object to a series deriving humour from the horror of the trench warfare of the First World War, crafted the final episode to stifle those complaints. And the result was a masterstroke of television. Half an hour of pure gold. There's some fantastic comedy in there (Ah, cappucino!), and slowly the emphasis shifts until finally there is almost no comedy at all. There's a beautifully uncomfortable laugh from the audience when one of the characters starts to rejoice that the war might be over and they lived through 'The Great War: nineteen fourteen to nineteen seventeen'. And then they go over the top....
Doctor Who: The Ribos Operation
On the primitive planet Ribos, Unstoffe, the young assistant to a spacefaring con-man, is on the run from the authorities. When it looks like he's cornered an old man, filthy and dressed in rags, waves him inside a small hovel and hides him. The guard questions the old man and identifies him as Binro the heretic, laughhing at his current poor fortune before walking away. When Unstoffe asks what he meant, the old man explains that he used to be a man of high social standing until he publicly proclaimed his theory that the 'little points of light' in the night sky were not ice crystals but were in fact suns, and that each had planets orbiting it, just as Ribos orbits its own sun. He was outcast, losing everything he had. Unstoffe then tells this old man he only just met that in fact he is absolutely right, and he knows it to be true because he comes from one of those other worlds. "I thought I should tell you because one day, even here, in the future, people will look back and say 'Binro was right'." Binro is speechless and takes Unstoffe's hand, weeping into it. It's a beautiful moment, and in the next episode it is alluded to when Binro risks capture to help Unstoffe. When Unstoffe asks why he replies: "For years, I was jeered and derided. I began to doubt even myself. Then you came along, and you told me I was right. Just to know that for certain, Unstoffe, well, is worth a life, eh?"