Not exactly visually subtle (at least not for the time), but I think it fits the spirit of the OP: towards the end of Terminator 2, when they’re in the metal factory, there’s a second-or-so shot of the T-1000 where there’s just a… ripple… going through him, as if he’s losing self-control. It’s a nice touch and really makes the T-1000 look even more dangerous and menacing.
Of course, then you watch the “jam in every inch of left-over footage we’ve got” director’s cut that’s one of Cameron’s trademarks, and you see that the ripple was supposed to be part of a lengthy sequence that shows the T-1000 losing it, lessening the impact considerably. But in the theatrical version, it’s a nice bit of subtle storytelling with minimal special effects.
I don’t know if I’d call it subtle, but it took me awhile to realize that Gimli, the dwarf in Lord of the Rings, was played by John Rhys-Davies who happens to be 6’1".
I don’t know exactly how they did that, but since the gunshot wound was likely just painted on to begin with, it may have been just a simple case of pouring peroxide on it to wash it away. It did look cool, though.
Stay is a pretty nice little movie in which reality slowly comes apart. All through it, there are dozens of little special effects that begin so subtly that they might not be noticed at all - for example, long, uninterrupted dollying shots showing an exchange that takes place while walking, and in the background the same groups of extras walk past (from the same direction) several times. Lots of surreal little details in the background that begin to sink in gradually, quietly impossible scene transitions, etc.
This actually worked out well for the filmmakers. They had to do scale work for the Hobbits anyway, and John Rhys-Davies is about the right proportions to the Hobbit actors that a dwarf would be to a Hobbit (they’re a little taller). So they only had to do two passes for the big “fellowship” shot at the end of Elrond’s council instead of three. The whole scale work in general is really beautifully done, sometimes with tricks that are 90 years old, but they still work (forced perspective, for example, but they did it with a moving camera).
There is also that scene in Return of the King, where Gandalf on Shadowfax rescues Faramir from the fire. No way would a horse ever go near a burning piece of wood, so they used mirrors and glass screens to “project” the fire onto the stake. Pretty simple, but ingenious!
On the subject of night vs day, Se7en was the first movie to utilise digital grading, so the final scene at dusk in the desert could be filmed over many hours and not just 15 minutes a day.
CGI in movies has become so ubiquitous that we often don’t even look for it in scenes where it’s not obvious. Do you realize how much of that majestic scenery in Brokeback Mountain was actually created in computers? They start showing you how the scenes were pieced together at about 1:03.
One trick I like has been used in Stir of Echoes and lots of other “ghost” movies: film the actor doing the scene backwards at half speed, then run the film in reverse at just over double speed. The result looks like someone performing normal actions in a way that’s otherworldly, that feels “wrong.”
One particular scene in Forrest Gump featured a neat little special-effects gem. Lieutenant Dan is sitting on the rail of a shrimp boat, talking to Forrest. Then he swings his stumps over the rail and jumps/falls into the ocean below.
The problem is, Gary Sinise (Lieutenant Dan) actually does have legs, unlike his character. They tried folding his legs underneath him for the shot, but it didn’t look natural. Same problem with him lifting his legs high enough to go over the railing – since Lieutenant Dan’s legs end at the knees, there’s no reason for him to lift them at all to swing over the rail.
So they cut a portion of the railing away. That allowed Sinise to just rotate his legs as he swung around on the rail, with his calves and feet passing through the cutout section. They digitally added that section of the railing back in post-production.
It never even occurred to me to wonder how they did that when I saw the movie, even upon repeated viewings. I only noticed it when I saw a show about special effects that featured this scene.