(Moved from JavaSubtleties)

For the "real" subtleties, there are many fine books such as StructureAndInterpretationOfComputerPrograms, OnLisp and the likes. Of course they are in languages that allow and encourage subtle things, and more important, they're not subtleties for the sake of being "subtle", but they're smart, elegant designs that make code better and the life of the coder enjoyable.
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CallWithCurrentContinuation would be an example.
So would SpecialVariable''''''s.