you rent a game, beat it and return it, and then a month or so later you find out there was more after the credits

I always wait until the credits are over to make sure there's nothing at the end, even when the story is terrible,  and I've always done that, so no.

No, but god-damn this concept has just broken my mind.

Happens in a lot of games. I usually borrow or buy the games I play, so this doesn't happen to me all that often (if ever). Gears 2 had a "game changing" ending after its epic credits... Sort of.

Nope. That doesn't happen for two reasons.

1) I always watch the entire credits sequence and will not turn off the game until I'm certain that it's over.
b) I don't rent games or sell them back after I've finished them. So if I have somehow missed something, I can just pop the game back in and check it out again.

Never happened to me then again I always watch the end credits (if the game has them after beating the single-player story that is) so no that has not happened to me.

I don't really know to be honest. I don't always watch all the credits.

If that happens just go watch the ending on youtube.