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Kagerou. The main character's Split Personality is actually pretty realistic (he's unaware of his other personalities, and none of them are really functional human beings) and based on the real life experience of the author.
Grounded Angel (link). Let me save you a couple of hours of mediocre art and predicable plot twists: the main character turns out to be an angel who is being chased by demons and a cat-man who leads a cult, they want the power of a book that only she can open. And in the end when she gets to the book? Turns out humanity is not yet ready for the way she wants to use it, and she gets to return to the start and do it all over again with her memories of the whole thing erased; oh, and she's been doing this for 176 years. Yeah, everything in the story occurred at least 64,240 times.
While not really symbolic, Torg's flashbacks will freeze your brain. Mainly because we see things through his perspective so anything we read has already been warped by his screwy mind. Most of the time we don't even know he's flashbacking until the scene suddenly cuts to him in a completely different scene saying "And that's how..."
This goes double for his latest flashback. We know he's having one because we see him start narrating. The story is wild enough, but Sasha's reactions are even more unlikely and surreal. At one point Torg gets killed by a boomerang riding porcupine and it turns out he made up the whole thing while having a flashback about him having a flashback.
As the matter of fact, Sluggy has been gradually drifting from regular punchlines towards screwing with the minds of the readers. A recent strip featured ... well just see for yourselves. Good luck working this out (well, if you're familiar with the events leading up to it).
The final arc of the fifth book of Fans!, "What Dreams May Come" focuses on a wish-granting artifact granting a kind of (extremely geeky) Instrumentality, apparently a metaphor for the afterlife. A few of the earlier and later introspective storylines could get a little Mind Screw-ey, but this one (being the intended finale) was just plain insane.
Templar Arizona. The main characters are straightforward enough, but everything about the world around them is some twisted reflection of our own.
Occasionally, Gene Catlow wanders into this, mainly due to the strange mix of philosophy, spirituality and sheer silliness.
Bob and George, the Entire series was just one big MIND SCREW, unless you pay attention to every detail, you are going to get lost.
Gets especially bad when you have five versions of each main character running around and most of them hate each other.
Cochlea And Eustachia is shaping up to becoming this trope, being a surreal webcomic featuring a pair of identical, scantily-clad, young women exploring a strange building with... unusual spatial properties..
Jerkcity. It's just a bunch of chat logs, mainly focused on UNIX, pot smoking, and homosexuality. OR IS IT?
Homestuck starts off relatively easily to understand, but once the Kudzu Plot had taken root, updates are now more likely to bring up far more questions than they answer.
As a general rule: Anything involving alternate universes will make your head hurt. Anything involving time and history and what happened when in relation to other events (or didn't happen, or happened in a manner that makes the timeline irrelevant) will make it hurt worse. And anything based around life and death and specifically who is dead or alive or both or neither at what point in time will make it explode 14 times in a variety of pretty colors.
Actually, almost everything (even the aforementioned elements) makes perfect sense in the context of the story. (Take almost any panel out of context, however...) However, a lot of the time, you have to think hard about every detail, pore over your extensive notes, and reread several earlier portions of the story (perhaps multiple times) before figuring it out, and then look it up online to realize you were only scratching the surface. Of course, that's what makes it so fun.
Keeping track of everything (or sometimes catching the important things in the first place) is what makes you reach for the aspirin. There aren't very many characters at first, but then the trolls show up. And alternate timelines. And extra universes, complete with counterparts to characters we already have. And yes, you have to keep track of them all. And pretty much everything is important in some way, shape, or form. And most plot elements doesn't make sense until you have the whole story behind them—which is why you have to pay such close attention, because you will miss something if you don't and then you'll be lost.
There are so many unanswered questions, with more being brought up every page, that it still qualifies as a Mind Screw of truly epic proportions. There's a reason the Wild Mass Guessing page had to be split into a dozen subpages.
The previous MS Paint Adventure, Problem Sleuth, is actually a better example, given that it threw logic literally out the window right at the beginning. Over the course of the story, we have an imaginary universe that exists in all the characters' minds simultaneously, but physical objects can pass between the real and imaginary worlds. That's not even getting into things like mental transportation by hitting your head, valves, doors and clothes that change peoples' sizes and shapes, a robot walking through a portal into the building it's carrying on its back, or putting a window through itself. It's mostly played for laughs, but still gets quite mindbending.
Gunnerkrigg Court managed to confuse some readers as to what's going on in Chapter 34 (Faraway Morning). The recipe in this case is interaction of characters who are a bunch of teens in extra weird circumstances, and as such themselves neither have a clear idea of what they want nor are good at sorting through their own feelings.
Zimmy's episodes also get increasingly bizarre each time, particularly when Antimony inexplicably starts turning into Zimmy.
Captain Snes definitely reaches this at times. Particularly in one comic in which the character telling the story taunts his captor about how the truth should be obvious at this point. Before realizing that he'd forgotten to mention key details earlier, and adding a whole other layer to the story.