Mental uncertainty or anxiety.
Also, the (hopefully) pleasant feeling of excitement as to a decision or outcome. Often used in refering to mystery, thriller, or horror novels and films.
Film director Alfred Hitchcock was often considered a master of suspense, because he could draw a suspenseful moment out longer -- and with a better payoff -- than any other film director.
Examples of some of his most suspenseful films would include "Psycho," "Vertigo," "Rear Window" or "North by Northwest."