Zack Addy/Apprentice to the Gormogon - Bones
This one was a heart-breaker. Zack was Brennan's protégé, Hodgins' best friend, and, IMHO, the sweetest Squint ever. So when, at the end of Season 3, it's revealed that he's been working for a cannibalistic serial killer called "The Gormogon," it stunned the audience just as it shocked the Jeffersonian team. In typical Zack fashion, he accepts the logical consequence of his crimes and is committed to a mental asylum. His later exoneration for murder never really canceled out his betrayal of the team, even to himself.
Alex Drake/A.D. - Pretty Little Liars
More of a secret "Single White Female" plot than anything, the End Game of "Pretty Little Liars" revealed that Spencer Hastings was being impersonated by her unhinged, long-lost identical twin sister, Alex Drake. After being discovered by Wren tending bar in London, England, Alex makes connections with Rosewood residents only to have one murdered and kill another herself when he won't buy into her delusion about becoming her twin sister. Secret bunkers, fire axes, and full-sized dollhouses all make for one trippy-crazy finale.
Klaus as Alaric - The Vampire Diaries
Not quite a sleeper agent situation since Klaus takes possession of Alaric's body to gain access to Elena. The plan works although no one's super happy about how it works out. It only takes a single episode for Klaus to reveal his true nature and another one for him to regain his own body. Things develop quickly in Mystic Falls.
Grant Ward - Agents of S.H.I.E.L.D.
This was an incredibly well-played bit of double-agenty shenanigans. Agents of S.H.I.E.L.D. pilot episode introduced Grant Ward as the newbie to Coulson's team, spotlighting him as the hot-shot agent with a lot to learn. In other words, he was our freakin' protagonist. The first season then proceeds to develop intense relationships between him and all members of the team, especially Skye and May, with everything indicating that he was exactly who he presented as. And then, with the season finale in sight, he turns out to be HYDRA. Seriously? Multiple casualties and Fitz's brain damage later, he persists as a thorn in their side even as he takes revenge on his own family.
Jay Garrick/Zoom - The Flash
So, how does the old saying go? "Fool me once..." Yeah, beyond the ongoing joke which is the S.T.A.R. Labs security system, Team Flash has a terrible track record with insanely evil speedsters embedding themselves in the team and missions. First, there was Harrison Wells, their fearless leader, who turned out to be Eobard Thawne, time-traveller and Nora Allen's murderer, grooming Barry for his speed so he can return to his time. Then, in the very next season, Jay Garrick appears, a dimensional traveler from Earth Two, who helps Barry improve his speed as well (again, with ulterior motives) and HE turns out to be a SERIAL killer (named Hunter Zolomon, aka Zoom) who then kills Barry's DAD. The Allens just cannot catch a break, it seems.
Adrian Chase/Prometheus - Arrow
Arrow's past catches up to him with the arrival of the villain Prometheus who is ALWAYS ahead of Team Arrow, causing Oliver to kill Felicity's new boyfriend, and ruining the Arrow's reputation in Star City. When the oh-so-helpful District Attorney, Adrian Chase, turns out to be a completely bonkers son of one of early Arrow's you-have-failed-this-city victims, things just get worse. He kills his wife when she realizes what sort of monster her husband is and pins it on the Green Arrow. Then, to get revenge for being forced to kill her (???), he kidnaps Oliver's son and taking him to Lian Yu. That island gets a LOT of traffic from Star City.