Selecting candidates through a series of primaries rather than a party convention is a comparatively recent thing, but if you don't mind a convention-based example, there's William Jennings Bryan, whose famous "Cross of Gold" speech at the 1896 Democratic National Convention, against the gold standard and in favor of bimetallism (an issue which was easily cast as "the idle holders of idle capital" against "the struggling masses, who produce the wealth and pay the taxes of the country") stunned and electrified the crowd, instantly transforming him from an underdog into the front-runner.

Also, it would depend on what kind of "surprise" you mean (that is, a result which defies polls from the day before? Or a result that would've seemed ridiculous six months out? Some other time-frame?), and whether you're talking about a surprise victory in a particular state, or a candidate who was an underdog before the primaries unexpectedly emerging as the party's nominee.