Her books are so full of them that this could be quite a long post. To spare you I'm only going to touch on one that I thought was particularly well done--if you knew what you were looking for.
Scabbers aka Peter Pettigrew aka Wormtail.
How many of you imagined, even after you'd read the first couple of books--or, to be honest, 3/4s of the way through Prisoner of Azkaban--that Ron's pet rat was really the animagus form of the supposedly dead Peter Pettigrew?
Here's a bit of foreshadowing from the first book--in fact, it's from the very first time that Ron and Harry ride together to Hogwarts. Remember that spell Fred gave Ron?
Turn this stupid,
fat rat yellow!
We assumed the spell either wasn't a real spell and just a practical joke or that Ron didn't cast it right. Well, the spell wouldn't have worked because Scabbers wasn't a rat.
See what I mean? That tricksy Jo.
What are some of your favorite pieces of foreshadowing?