An addition - there is actually one scene I thought of this morning that might be an example of what you're trying to do. In the film "Get Shorty", Chili Palmer (John Tavolta) is trying to get out of the mob business by becoming a movie producer, working with B-movie director Harry Zimm (Gene Hackman).
In the middle of the film, he's at LAX where there's a locker that has drug money (and some drugs) that's being watched by the Feds. Realizing that this is a setup, he makes it look like he opens the locker, but opens the one adjacent to it (complete with tote bag and a book, so that it looks like he's picking up the money and drugs). As he's being hustled off by the Feds, Ray Barboni (Dennis Farina) - the guy who Chili worked for, and who is after Chili for some money a client didn't pay - is seen walking off with a limo driver (I.E. twist number one - Chili is in trouble if Ray is now in town, but he doesn't know this yet). As Ray walks off, Roberto Escobar, a Columbian drug lord - the guy whose money and drugs are in the locker - is also seen walking along, wanting to get his money that Catlett (Delroy Lindo) - who invested $200,000 in Harry to be part of his films - left in the locker (I.E. twist number two - Catlett is now in trouble, and this will wind up affecting Harry and Ray).
The whole scene from start to finish is over in less than 5 minutes, but we get A) Chili's smarts at being able to outsmart Catlett and the Feds; B) the knowledge that Ray is now in town, and will soon be after Chili (even though he doesn't know it yet); and C) the knowledge that Catlett is in big trouble, and this will soon translate to trouble for Chili as well. It's a well-made scene, and worth watching, especially to show how you can add a new element to your story without the main character knowing what's going on.