Paraprosdokian

 

1. The last thing I want to do is hurt you. But it's still on my list.
2. I didn't say it was your fault, I said I was blaming you.
3. Women will never be equal to men until they can walk down the street with a bald head and a beer gut, and still think they are sexy.
4. "A modest man, who has much to be modest about." —supposedly Winston Churchill, about Clement Attlee

 

More in Wikipedia: here

and on this humour site: Paraprosdokians - 37 Examples