The Shining
Kubrick was incredibly protective of young actor Danny Lloyd, who played psychic Danny Torrance, during filming. Indeed, Kubrick was so keen to shield the young actor from the upsetting nature of the story that he told Lloyd that they were filming a drama and even substituted in a life-size doll for the scene where Wendy carries Danny away while shouting at Jack in the Colorado Lounge.
It was only years later, at the age of 17, that Lloyd saw the film in its entirety and realised its true nature.