Anything, anything Grant Morrison writes. Especially Final Crisis.
Except for All-Star Superman, not counting the relatively well supported Wild Mass Guess that Leo Quintum is Lex Luthor, reformed by the events of the final issue who journeyed back in time to redeem himself by doing the good Superman challenged him to do, makes the book become very mindscrewy indeed, as does the not at all WMG plot point that Superman created our universe.
The point in which The Maxx jumps from trippy to actual Mind Screw may vary from person to person. Some may say it's when the villain turns out to be a giant psychopathic self-help fueled banana slug; other may say it's just right before the revelation of why Julie's Outback was created (that part with the Hooly); or maybe when Sarah comes back from Disney Death as an Is...
A certain scene in Johnny the Homicidal Maniac pulls a particularly screwy example: the schitzophrenic tituluar character is having just another debate with the Doughboys, two voices in his head he identifies as two styrofoam figures he painted. There's nothing much out of the ordinary at first. However, when a third 'voice' in the form of a dead rabbit tries to warn Johnny that the Doughboys are trying to use him, the perfectly ordinary styrofoam figures start moving around by themselves and proceed to tear the rabbit's head off, and continue to move around for the rest of the scene. Johnny breifly remarks that he's never seen them move around like that before, and one replies "Well, the rabbit provoked us." However, near the end of the scene Johnny stops in mid-rant and asks "Um, how come you guys aren't moving around anymore?" The other simply replies "We can't move around - we're made of styrofoam."
Final Crisis Aftermath: Escape. In which Tom "Nemesis" Tresser finds himself in a mysterious city, along with all DC's other "spy" characters, and apparently it's the future setting of OMAC, complete with Lilas and GPA agents, or maybe it isn't, and characters die, but come back, and when he dies, the whole thing starts again.
MPD Psycho — If you're smart you might able to follow the story up to Book 4...
Batman: The Killing Joke managed to confuse just about everyone who read it, ending with Batman and the Joker laughing over a joke. The third to last frame shows the characters' feet with the headlights of a police car between them, the second to last removes the characters' feet, and the last simply shows the wet ground they were standing on.
Alan Moore has since admitted that he has several regrets writing this graphic novel, based in part on a rather misinformed understanding of the characters at the time.
If you thought The Killing Joke was mind-screwy, then you're never going to make it out of Batman: R.I.P. with your sense of reason intact. Batman having a whole seperate personality triggered by an arbitrary gibberish phrase that's a Shout Out to a Golden age Batman comic, The Joker cutting his own tongue in half with a razor and having no lips and literally being almost unintelligible because of it, Dr. Hurt potentially being a demon or the devil (your interpretation WILL vary)... Yeah, Killing Joke is a cakewalk compared to that storyline. Then again, Grant Morrison wrote it, and while he is considered one of the better Batman authors, his work, as mentioned above, can be very mindscrewtastic.
The recent Marvel Knights Deadpool mini series Wade Wilson's War pulls one. It really makes you think.
Marvel Comics has several:
X-Cutioner's Song: Was Stryfe Cyclops' infant son all grown up and seeking revenge? Was Cable just a cyborg clone of said son, trying to justify his existence as a failed lab experiment by becoming a super-hero? The ending left so many unanswered questions in spite of writers went into the crossover outright stating that the story would reveal all about Cable's origin and why he and Stryfe had the same face.
The Crossing: Kang has been manipulating EVERYONE in the Avengers, from stealing Vision and Scarlet Witch's kids (and Quicksilver's daughter' Luna in the future) and brainwashing Iron Man and Hank Pym to use as sleeper agents, with Hank Pym going insane when he resisted Kang's brainwashing. And all of this being done in the name of destroying the "Celestial Messiah", who in the end turns out to be a Cosmic Horror that threatens to destroy all of time and space and not the bringer of peace as previously stated in the classic saga "The Celestial Madonna".
Avengers Disassembled, made worse when you consider that fans of the Avengers (and several other writers at Marvel) pretty much reject outright Brian Michael Bendis and Tom Brevoort's attempt to Word Of God explain away all plot holes and incoherent storyline reveals as "Wanda being crazy, hence it's not supposed to make sense".
The ending of the Spider-Man story "A Death in the Family", which ended with Norman Osborn pulling out a gun after Spider-Man accused him of trying to bait Spider-Man into putting him out of his misery via putting Flash Thompson in a coma/going to the media and trying to scapegoat Spidey for Gwen Stacy's death via incompetence. Was Norman contemplating suicide or was he, as he insisted to Spider-Man, not suicidal and pondering why he didn't just shoot his rival?
Pretty much everything involving Mysterio since Kevin Smith killed Quentin Beck off counts in a lot of ways, since Marvel can't decide if Quentin is still dead or faked his death in the above mentioned Smith story, or if he's now some sort of half-zombie/half demon being sent from hell to make mischief on Earth.
The recent Sisterhood of Evil Mutants arc in Uncanny X-Men; was it really Madelyne Pryor in charge of the Sisterhood? Was it her evil doppleganger from another universe? The Phoenix Force taking Maddie's form in order to screw with the X-Men, while plotting to once again steal Jean Grey's corpse in order to gain corporal form?
Reed Richards is the sole, possibly-patented inventor of the Laws Of Physics for Universe 616. Literally.*
it involves a story where he and a noncorporeal being travel back in time to the Big Bang: the being creates the universe, while Reed invents physics, based on his own memories of physics. From the very same 616 universe. Wow.
Central Park, a short Franco-Belgian comic by Jean-Luc Cornette and Christian Durieux. The story goes like this: Johan and Yasmina are a Belgian couple visiting Central Park while on vacation in New York. Johan poses for a picture with one of the zoo's polar bears, who then strikes up a conversation with him. No-one sees this as unusual - the bear himself eventually lampshades this. In the meantime, Yasmina disappears. As Johan searches for her, mysterious walls began to spring up throughout the park, blocking his paths and preventing him from leaving. He meets another person trapped in the park, "Snake", a hobo who used to be a taxi driver by the name of Theodore Roosevelt - oh yeah, all the taxi drivers that Johan and Yasmina encountered in the city had the names of U.S. presidents. At one point, Johan's shoes are mysteriously replaced by a pair of rollerblades. Norman, the polar bear, shows up again, jogging through the park and wearing Johan's missing shoes. History is revealed to exist between Norman and Yasmina, and through it all, the walls around the park continue to grow...
Wonton Soup by James Stokoe is a space trucker cooking opera set in a universe that makes the The Hitchhikers Guide to the Galaxy seem sensible and simple. It's impossible to list the craziness of the series in one sentence but as an example one time the two main characters get high off the brains of one of the galaxy's oldest races, a failsafe programn within the brain attempts to lead them to crystal forged from the hopes of a thousand alien geniuses. They simply have to say a safeword and the crystal will flush out the bad vibes, instead they stare at each other and then reach the same conclusion "Lets smoke it!" and somehow the comic goes even further into Mind Screw territory.
