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I should note, I just ran a damage calc real quick...
252 SpA Mega Gengar Shadow Ball vs. 4 HP / 0 SpD Talonflame: 217-256 (72.81 - 85.9%) -- guaranteed 2HKO
Without Stealth Rock, Talonflame can eat a Shadow Ball and OHKO it in return, unless Stealth Rock is present. The only move that could possibly OHKO it is Sludge Wave, which only has a 12.5% chance of doing so from full health. Bonus points if you switch in on Dazzling Gleam, or god forbid Focus Blast.
It's not 100% reliable, but it can work.