aposiopesis
noun
ap·o·si·o·pe·sis ˌa-pə-ˌsī-ə-ˈpē-səs 
plural aposiopeses ˌa-pə-ˌsī-ə-ˈpē-ˌsēz
: the leaving of a thought incomplete usually by a sudden breaking off (as in "his behavior was—but I blush to mention that")
aposiopetic
ˌa-pə-ˌsī-ə-ˈpe-tik
adjective 
Word History
Etymology
Late Latin, from Greek aposiōpēsis, from aposiōpan to be fully silent, from apo- + siōpan to be silent, from siōpē silence
First Known Use
1577, in the meaning defined above