The biggest game to screw with your head that hasn't been mentioned yet is IMSCARED (I heard there's a new extended version on Steam as well).
Basically, it's a psychological horror that breaks the 4th wall by crashing at certain points, and altering your computer (desktop background, file dropping, that sort of thing).
For me, the twist in Star Wars: Knights of the Old Republic was something I probably should have expected, but took me completely off guard. It's not mind bending throughout the entire game, but when the truth is finally revealed I was like WTF?!
Always interested in playing this game since it was made by Suda51 (No More Heroes director) yet don't want to be spolied by everything it has to offer.
My two most "mind fuck" titles of recent years would probably be the Stanley Parable and Hotline Miami. I don't know if Id quite call them a "mind fuck" but as far as video game plot goes. It defiantly had me in the "WTF" mindset. Then again I was drunk during the majority of both :P
Oxenfree gets pretty fucky. Not in terms of plot but in terms of that "there's something fucking with you" feeling and the "it knows what I'm going to do even though I have choices" feeling. 2D horror sounds like a joke but this game is incredibly well put together. I highly recommend it.
Bioshock infinite's DLC was pretty mind fucky. The 2nd episode of burial at sea gave you a better look into the world that was much more linear in the original game. If you played infinite and didn't play burial at sea you are seriously missing out. I would argue that episode 2 of burial at sea is better than the original game in terms of gameplay and story. If you disliked the turn away from survival horror that took place in infinite then you'll like this DLC.
Most mind-bending game? Off the top of my head I'll have to go with HellCab.
Does anyone remember this thing? I was a first-person click adventure game from 1993 set (initially) in NYC. I believe I dug this out of some bargain bin back when the family computer was a Mac. I have no idea how popular it was, but it was pretty damn weird. What makes more sense than some sort of evil time traveling taxi cab that randomly transports you back into the trenches of WWI and all manner of random adventures? The terrible animation, combined with bizarre characters and audio also added to the odd vibe.