Oreo cream remains on one side after twisting because of the way that the cookies and cream are held together. The cream filling is a mixture of sugar, vegetable oil, and other ingredients that are less dense than the cookies. When the cookies are twisted apart, the cream filling is not as strongly attached to one cookie as the other, so it tends to stay on the cookie that it was more strongly attached to. The pressure and the texture of the cookies also play a role on how much cream will stay on one side.
