In Paper Mario: The Thousand-Year Door, Rawk Hawk reveals that he was behind the guards locking Mario and his party up in an abandoned locker room, as well as a poisoned cake before fighting the party (in order to dissuade them from challenging him). However, when the party claims that he must have been the one emailing the threatening messages regarding the crystal star, he doesn't know what they are talking about, and reacts in such a way that he is genuinely unfamiliar with the concept of Crystal Stars, meaning he was not behind the threatening emails. It was actually the emcee/promoter, Grubba, who was emailing the threatening messages, as he was using the Gold Star to retain his youth.
In Super Paper Mario, Peach is kidnapped at the beginning of the game. Immediately, Mario and Luigi go to Bowser's Castle to rescue her. When the bros get there, however, they find Bowser giving a rallying speech to his army in preparation for invading Peach's Castle. When the bros confront him, he just ends up confused:
Luigi: Quiet, you big Bowser! We know you kidnapped Princess Peach! Now where'd you put her?! * Bowser has a ? appear above him* Bowser: Where'd I... Wait, what? We're only now about to launch our atta—
Inverted in Castlevania: Portrait of Ruin. When the main characters run into Death, they are already aware that the castle is being run by a vampire who isn't Dracula. Thus, while they accuse him of working with the new villain, Death is the one surprised to discover that his master isn't around.
Kirby often goes after King Dedede for whatever evil plot is going on, whether or not Dedede had anything to do with it. Indeed, in most games, he either doesn't have anything to do with it, is trying to fix it, or is being controlled by another entity, bringing up the question of why Kirby is so insistent that everything is his fault. Dedede is the champion of this trope. Let's look at the list of times he's the actual villain:
Kirby's Dream Land (1992). Playing the role of Evil Overlord to the point where Kirby just naturally assumes he's behind every crisis forever. But he's not to blame again until...
Kirby Super Star "Spring Breeze" (1996), a remake of Kirby's Dream Land. Okay, well he obviously has to be causing trouble again. And he does, eventually, in...
Kirby Super Star Ultra "Revenge of the King" (2008), another remake of Kirby's Dream Land. And his defeat is unambiguously played as a tragedy.
The worst example of this is in Kirby: Squeak Squad. Kirby's cake is stolen at the beginning of the game by the eponymous gang of thieving mice, and Kirby immediately concludes that Dedede is responsible with no evidence.
Super Smash Bros. Brawl is another case of this. The villains are all running around turning heroes into trophies. Dedede captures several, and keeps them in his castle, placing badges on them. He runs out of badges, and reluctantly takes his own off to attach it to the final hero trophy. After the real villain, Tabuu, uses his ability to turn every single character into a trophy, the purpose of the badges is revealed: they restore a trophy to life after a time delay.
Dr. Wily claims this in Mega Man 9, citing a video as proof that Dr. Light is the one wanting world domination. He's lying. He does it again in Mega Man 10 when he claims that the The Virus wasn't his doing, except Mega Man and co. actually believe him. This shouldn't really be a spoiler, but he's still lying.
The fan game Mega Man Unlimited has Dr. Wily claim that his latest robots went out of his control. Dr. Light believes him and helps to solve the problem. He's lying yet again, but the robots going rogue during his plans was an unintentional side effect, so it's somewhat true.
Happens in Epic Mickey 2: The Power of Two: the Mad Doctor claims that the Beetleworx attacking you through the game aren't his doing. Turns out they come from Gremlin Prescott.Exceptnope: the Mad Doc's the culprit.
Happens in the Multiplayer Space Station 13. People assume that if you're the chemist, you're responsible for the the roiling cloud of thermite-napalm-superfoamsmoke that is destroying the station.
Sephiroth laughs at your party when you get attacked by a dragon in the temple of the ancients and think that he is responsible for it.
There's a variation on this during the Wutai sequence. As the party approaches Wutai, they are confronted by a group of Shinra soldiers and Yuffie comments "I have nothing to do with this one!" As they'd already been a bit suspicious but didn't yet know that she had done anything, this clues them in when, during the battle with the soldiers, she's gone and so is all their materia.
In Star Fox: Assault, after Pigma steals the memory core, the Star Fox team fights Star Wolf in the Sargasso Space Zone because they think that they were involved in Pigma's recent theft and want them to hand him over. However, after the fight, Wolf reveals that not only were they not involved in Pigma's theft, but they actually kicked Pigma out of Star Wolf long beforehand, and went as far as to order a shoot on sight command in regards to Pigma should he ever attempt to arrive at the Sargasso Space Zone. They do nonetheless give intel on where he is most likely at, however.
In Avernum3, your party is trying to figure out who created the plagues of monster that are attacking The Empire. You can question the dragons, the Vahnatai, and the sorceress Erika, all of whom have grudges against the Empire and the means to create the monsters, but they all insist that while they hate the Empire with a passion, they have nothing to do with this. The Vahnatai are lying.
In the last episode of the third season of Sam & Max: Freelance Police, The Devil himself shows up to refute any claims that the Devil's Toybox is in any way related to him. In fact, the Toybox predates the Devil by an order of magnitude and the object was named this way by mistake.
In Sly 2: Band of Thieves, Carmelita believes that Sly is responsible for the theft of the Clockwerk parts. While Sly had been planning to steal them, the Klaww Gang stole them first.
Sly: Crime? I haven't stolen anything... yet.
In Dragon Quest II, you get to meet the Dragonlord's grandson, and he's even sitting on his grandpa's throne. However, the fact Charlock Castle looks like crap kinda disabuses you of the notion he had anything to do with the plot, and he's outright confirms it. In fact, not only does consider his and your families' pasts water under the bridge, he even considers Hargon a pretentious upstart and gives you some info on how to kick his ass.
Ratchet & Clank: All 4 One starts with Dr. Nefarious siccing a huge monster onto Ratchet, Clank, and Captain Qwark. After the monster is beaten, a massive spaceship appears in the sky, and as the four are staring up in wonder, Nefarious remarks, "That's not one of mine." just before they get abducted.
In Dragon Age II, we have an heroic example, when a member of the Qunari suspects Hawke of being responsible for the deaths of a heavily armed patrol sent to scout the Wounded Coast. Hawke remarks that they actually weren't involved for once, but are mildly flattered they're at the top of the suspect list.
If Loghain is recruited in Dragon Age: Origins he will mock Wynn's belief that he was behind the problems in the Chantry Tower, which worked purely against him. Of course, he wasThe Man Behind the Man in that plot. Uldred acted and tried to usurp control of the Circle specifically because he wanted to align the Circle to Loghain.
Batman: Arkham City invokes it for all its worth. Batman learns Hugo Strange is planning something called Protocol Ten, and assumes The Joker is involved, partly because he's one of the top gang leaders in Arkham City, partly because he tried to kill Catwoman, but mostly because, well, he's the Joker. After learning of Joker's Evil Plan, we have this exchange:
Batman: So that's Protocol Ten. Poison Gotham. I expected more. Joker: Protocol Ten?! *dramatic gasp* ...never heard of it.
In the second game, Shepard passes through a police scanner when first visiting the Citadel. It lets out an alarm because it's sophisticated enough to scan the DNA of the people walking through it and Shepard is listed as killed in action. The operator assumes its an error. If master thief Kasumi Goto is in the party when this happens, she immediately says, "I swear to god, I didn't touch anything."
Whenever the human supremacist organization Cerberus is caught doing something particularly nasty, the Illusive Man will usually respond with the excuse that it was a rogue cell in the organization operating without his approval. Almost nobody ever believes this. However, in the third game, when a Cerberus force is found wantonly slaughtering human refugees, Hackett notes that the Alliance is, for once, inclined to believe him. The Illusive Man is very much a Pragmatic Villain: he only does something if he thinks he will gain something from it, and killing off fleeing human refugees is of no benefit to him.
Surprisingly, in one case we find out that he wasn't lying: The Illusive Man wasn't responsible for what happened to Subject Zero/Jack, as you learn from the security logs on Pragia that the staff were hiding their actions from The Illusive Man, going outside their parameters, and feared what he would do if he found out. Though whether the Illusive Man objected out of moral qualms or just because the whole incident ended with an incredibly powerful biotic out for Cerberus's blood is an open question.
In Kid Icarus: Uprising, Hades does this twice in the story, stating that he had nothing to do with the Aurum (and he even joins in on the fight against them) and later showing up when Pit is dealing with the Chaos Kin just to say that he also had nothing to do with this as even he had no way of controlling it. Overall, this isn't entirely true though since he was more or less the reason leading up to Pit attacking the Lunar Sanctum in the first place by dragging the Forces of Nature into the scene.
Luminous Arc: Every time the player party bumps into Vanessa, they assume she's up to no good even before she attacks them, even when they happen to stumble onto her having a quiet drink at a bar. At no point is she ever up to anything villainous when they cross paths, and she's been framed for what atrocities she was present for. She starts fights because that's how she solves problems, and she knows the party will never believe her side of the story anyway.
At one point during the main quest of The Elder Scrolls V: Skyrim, Delphine suspects the Thalmor are behind the recent reappearance of dragons. In search of information, the Dragonborn infiltrates a party being held by Thalmor diplomats, causes a good bit of havoc and death and finds that no, the Thalmor aren't responsible at all, and are in fact conducting their own investigation to see what's going on (and to find out if someone's trying to use the dragons against them). In fact, they believe that the Blades are responsible. Delphine Lampshades this when you tell her.
In Phantasmagoria of Flower View, an incident disrupting the cycle of life and death causes flowers to bloom en masse. Suspicion naturally falls in Yuuka Kazami, an ages-oldyoukai of flowers, who has been involved in at least one incident before, was seen at the scene, and is strong and enough of a flower aficionada to pull something like that. Turns out it's a naturally occurring phenomenon that takes place every sixty years (it's a bit stronger this time, but Yuuka had nothing to do with that). Unfortunately (for the player) she's enough of a troll and a Blood Knight to realize she will be misblamed and lounge around in order to be challenged.
In the Last Story of Sonic Adventure 2, Knuckles accuses Eggman of trying to crash the Space Colony ARK into the Earth. Eggman claims he would've done it long ago if given the chance. The one at fault this time is Eggman's grandfather, Professor Gerald Robotnik, who planned to use the ARK and Shadow to destroy the Earth after Maria's death.
In Sonic Heroes, throughout the story, all of the teams pursue Eggman when he unleashes the Egg Fleet to conquer the world. However, it is later revealed in the endings that not only is Eggman, for once, not responsible for the world domination plan, but in fact he was locked up by the one actually responsible: Metal Sonic.
Inverted with the Al-Bhed in Final Fantasy X. The Corrupt Church that rules much of the world frequently uses the Al-Bhed as The Scapegoat for anything and everything that goes wrong. So when you hear rumors of summoners disappearing and reports that the Al-Bhed may be responsible, it's easy to assume that it's another piece of propaganda. Soon after, however, you learn that it's true, although the reasons why the Al-Bhed are doing it, (to stop a Senseless Sacrifice) aren't immediately clear.
In Far Cry 4 everyone refers to how the Golden Path leader Mohan Ghale was killed by Pagan Min, and it's not an unreasonable assumption since the two were enemies. Min for his part doesn't seem all that interested in correcting people, and it's only at the end of the game that the truth comes out: Min was involved, but only peripherally. Ghale was actually killed by his own wife, Ishwari, after Ghale murdered Ishwari's baby daughter Lakshmana after Ghale found out that his plan to have his wife serve as a Honey Trap spy on Min went too well and she genuinely fell for him and had a child. After killing her husband Ishwari took her son Ajay and fled to the United States, and the plot is kickstarted by Ajay wanting to fulfill his mother's dying request to have her ashes placed with Lakshmana's.
In Puyo Puyo Tetris, Lemres points out that the Dark Prince (that is,Satan) has been spotted around Primp Town about the same time that Tetriminos started falling from the sky. Everyone jumps to the conclusion that it must be another one of his evil plots, despite this not making a whole lot of sense. After everyone is done accusing him, making him cry, and eventually calming him down, Schezo points out that he doesn't actually seem guilty. The Prince reminds everyone of another recurring antagonist, one who has space-time warping powers, and who has a rather dangerous idea of what constitutes fun. This idea makes rather more sense... but Ecolo isn't the culprit either!
Baldur's Gate: The game starts off with an iron crisis; the iron ore coming out of the mine in Nashkel makes brittle iron, and the miners are under constant attack by kobolds. Common knowledge is that the Zhentarim are behind it, trying to drive up iron prices for their own purposes. However, the first two recruitable NPCs are Zhentarim agents sent to investigate the Nashkel mines, and it very soon becomes clear that while the Zhentarim have a lot of sins to account for, this is not one of them.
Played for Laughs near the end of Grim Fandango: Manny fires off several shots at Big Bad Hector, punctuating each one with an "And This Is For..." for all the people that Hector's sprouted over the course of the game. When Manny accuses Hector of killing Lola however, Hector is genuinely confused since he had nothing to do with that one.