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- The Infinite Loops can lend itself to this on occasion. The setting is explicitly a broken multiverse, with lore inconsistencies being the result of reality itself not knowing the exact details of what should and should not be; various characters have loop-variable backgrounds and are just as surprised when details crop up about themselves as the viewers of their canon show. And since the setting is portrayed as an Alternate Reality Game where all the events written are actually happening, there's the question of whether the real world is in danger of becoming damaged...
- Existenz is about layers of virtual reality, meta-gaming and meta-narration, conspiracy theories... and a fair amount of surrealism and Body Horror.
- Inception has some parallels to the Matrix, where one of the characters in-universe (and perhaps some of the audience) question which stage of "reality" they are in, and whether death or suicide will propel them upward toward a more real existence.
- The Matrix presents the idea that people are inadvertently living their entire lives inside of a Lotus-Eater Machine. The Matrix Reloaded shows that the protagonists' rebellion is accounted for and an inherent part of the system. The Matrix Revolutions has Happiness in Slavery be the end fate of most of humanity, the Happy Ending being that humans who are unhappy with the system as such will be released to the depressing, black-skied Reality. Said reality is however put into question by the seemingly supernatural powers the protagonist demonstrates in it. Both sequels have Smith as The Virus, hijacking people's personalities and turning them into ever more of himself, until, by the end of Revolutions, he's the only one left. Between the two sequels, Neo is stuck in a limbo where he is absolutely powerless and ineffectual. The viewer may be left to question whether they themselves are living in a constructed reality to some degree. A lot of philosophers and humanists would say yes, in a variety of ways, but not in the literal way of the films; one of them is referenced in the first film, with Neo keeping his illegal software inside a hollow copy of Simulacra and Simulation by Jean Baudrillard.
- Franz Kafka specialized in such stories, with a dark comedic bent; the world was out to get you, no matter how good you tried to be, and any efforts you might make to clear your name or even understand what the hell is going on are going to make things worse.
- Kara no Kyoukai: Touko Aozaki is a genius maker of Artificial Human body parts, whose greatest achievement was creating a process to make a perfect copy of herself. As soon as she saw the completed copy, she realized there was no longer any need for the current her, as the copy could perfectly replace her and be just as "real" as she ever was. She proceeds to make numerous copies and connect them all to a Hive Mind like system that feeds them all the current her's experiences. Now, each time one Touko dies, another awakens to perfectly replace the dead her, much to the horror of anyone who finds out the fact that there's actually nothing about us that can't be replicated, and thus nothing that makes us truly unique, irreplaceable, nor inherently real.
Cornelius: Then was the you I've been dealing with this entire time... no... are... are you real?
Touko: Really now... what's the point of a question like that when I'm the one you're asking!
- Metal Gear Solid had a bit of this, and Metal Gear Solid 2 took it to maturity: the boundaries between the different meta levels of the game, the complete negation of most any character's free will, the manipulation of the protagonists' identity, the doubt cast on the very reality of the events depicted in the game ("It's like a nightmare you can't wake up from.") all contribute to this state of mind. Luckily (?) the games keep distracting you with clear objectives and a fast-paced, involved, world-at-stake narrative, so that you don't freak out too much.
- The Stanley Parable is a comedy game, but viewers report feeling distincly uncomfortable, horrified and confused by the experience. It's very hard to explain without spoiling it.