I... I can't call any of the films listed here "mindfucks".
Lynch is a fucking genius, but all of his films have some kind of logic/frame of reference during their running time, and damn near all of them are masterpieces of film.
Chan-wook's movies aren't mindfucks, just beautifuly told epics. Has everyone here seen "Thirst" already? Fucking do it if you haven't.
"Dark City" was perfectly logical and also EASILY Proyas' best film (that's right... better than "The Crow" by leaps and bounds...) but far from a m ind-fuck... simply put it is one of the greatest sci-fi.fantasies of all time.
"Excel Saga"/"Puni Puni Poemi" are both perfectly logical, as long as you understand the fact that they are purposely fourth-wall breaking shows full of red-herrings and in-jokes. Though reading "ES" the manga doesn't help matters.
Truth be told, best mind-fuck of a film that I often recommend to people simply for thew "whatthefuck" factor is an avant-garde, black-and-white movie titled "Vace de Noses" do a bit of research and then give it a watch. It makes