Tusenbach's Death (Situational Irony)
Tusenbach's death in the duel with Solyony does not exactly come as a surprise, but it is shocking anyway. Solyony assures Chebutykin that he will not kill Tusenbach, just maybe hurt him. In his last conversation with Irina, Tusenbach does not let on that he is going to fight a duel, before going off to find Solyony. Thus, his death, especially on the eve of his departure with Irina, is a tragic twist in the plot.
Tusenbach professing his love for Irina in Act 3 (Dramatic Irony)
In Act 3, Tusenbach falls asleep on the couch in Irina and Olga's room while Vershinin is talking. When he wakes up, he thinks he is alone with Irina and begins to speak romantically to her, but Masha is in the room, and soon makes her presence known. For a moment, there is dramatic irony, in that the audience knows that Masha is there, but Tusenbach does not.
Natasha's Affair (Dramatic Irony)
In Act 2, Natasha goes out at night to take a ride with Protopopov, with whom she is having an affair. She is hardly discreet about it, but for a time, Andrei does not know about her infidelity, so the audience knows more than he does.
Everyone knows about the duel, but Irina does not (Dramatic Irony)
In the final act, certain characters know about the duel between Solyony and Tusenbach, but everyone keeps it secret from Irina, afraid of her response to the potential death of her fiancé. The audience hears different characters discuss it, out of earshot of Irina, and while she suspects something is wrong, she does not know what it is.