I’m thinking of stuff like The Half Blood Prince, where the obvious reading is wrong. Or the audience lacks context, and the title only makes sense later.
Like Hardy Boys and Mystery of the Walking Dead Man, where it turns out the zombie is really a drugged up old man McGruder wandering the woods and moaning after his nightly pill cocktail.
I recall serials and pulp novels would do this thing a lot, or there would be a plot element that the audience lacking context couldn’t make sense of till later. "You died on top of the War Elephant, then it turns out later the War Elephant is a Thai restaurant.
I don’t think there’s an actual name for it, but it can be very effective. Until you see then end of the movie, for instance, you have no idea why it’s called They Shoot Horses, Don’t They?. The final line makes it all clear, and makes it a perfect title.
Am I right that this is mainly a thing in crime fiction? All obvious examples I can think of (The Nine Taylors; The Crooked Hinge etc.) belong to this genre. As does the earliest one I know of: A Study in Scarlet.