Since you mentioned anime/manga…
The Magus was part of a British Novels course I took at the University of Houston. I enjoyed it. But we poor students were at a loss when the prof kept asking us about what the author really meant.
This was before 1977–when Fowles released a revised version. No, he wasn’t really sure what various bits actually meant. He just threw them in because it seemed like a good idea at the time. Good for him! I’ve enjoyed much of his work. But he didn’t have to fill in a blue exam book…
I came in here to mention House of Leaves. I had been meaning to reread it, but then I foolishly started grad school, so maybe in a couple years.
Also, Sophie’s World, by Jostein Gaarder. It’s sort of touted as a good way to learn about the history of philosophy, but the actual story is very WTF?.
[I run in to the thread and hug Malthus, who beat me to it, and run back out. Love Calvino.)
Interesting…
I only ever read the revised version and - having had some time to let it sink in by now - think it has a pretty clear and consistent message. Something about how the individual should be honest and caring in her relationships and not play with other peoples lives and feelings, or indulge in narcisistic daydreaming, unless you would happen to be a greek god. 
I love that book - it is on my all time top three list.
I cannot find House of Leaves (or anything Danielewsky for that matter) in any brick and mortar store, it’s kind of depressing. I picked up Illuminatus! (a compilation book of all 3 actually). I’ve seen/read a couple things in here (Paranoia Agent and Rosencrantz and Gildenstern are Dead, for instance), but keep 'em coming! I’m hoping to be a quaking puddle of madness by the end of the year!
Dennis Lehane’s Shutter Island
Cormac McCarthy’s The Road
Charles Bukowski’ short story collection Tales of Ordinary Madness
All are beautifully written with simple straightforward plots. And all of them will fuck you up for weeks; leaving you in pain and confusion.
There is one book with a history that is a MF all by itself, and reading it was so heavy… I have read probably a couple thousand books in my life but this is the only, single one that I threw across the room screaming. It had me turned inside out and rethink all my fundamentals. Didn’t ever have my brains churned like that before or after.
It is called “The Mabinogion”, aka “The Four Branches of the Mabinogi”. The original is a collection of medieval or older Welsh sagas. Try the transcript from Evangeline Walton. And don’t stop reading, I picked it up again and am glad I did.
Principia Discordia. Interesting trivia note, it was written by an employee in Jim Garrison’s (yes, that Jim Garrison) office during Garrison’s efforts to “find the real killer(s).” (Goes well with the Illuminatus Trilogy, as its mentioned throughout.)
“The Time Travelers Wife”
My brain hurt reading it.
“The Persistence of Vision” by John Varley is a longish short story that stays with you. The collection I read it in has the title story and other pieces that introduce a lot of the elements he uses in other books, like Steel Beach. In the future world he uses as a setting for a lot of his SF, full, functional gender reassignment at a bodysculptor is like getting your hair done, computer technology, networking, and AIs are as pervasive as electricity is in your average city, and there are people who construct weather concerts as an art form. His Titan series is also a mindfuck of the first order.
I’m currently reading The Raw Shark Texts
So far this definately qualifies as mindfuck fiction.
There, that’ll give you some idea of the experience…
The movie Southland Tales had me good and confused the first couple of times I watched it and then it began to make sense.
Also the movie Dark City was good adn MFy.
The OP mentions the last 2 episodes of Evangelion, but the movie End of Evangelion that is an alternate ending to the series, is a bigger mindfuck.
I picked up a copy of House of Leaves the other day based on this thread. Looks right up my alley- thanks, Dope!