Not *exactly*. I use MapTool with LOS enabled, so as they explore it reveals the map, but there is fog of war. So when they wrapped around it just looked like they had gone down a long tunnel and entered new territory. The reason they're still confused is because they found the stairs almost immediately after wrapping around, so they actually believe the stairs are a long way to the north, when in fact they are a short way south (they just never went that way).
One of the castles in A Red and Pleasant Land might qualify. It has a shifting gravitational orientation as you progress and the final room explicitly invokes Escher; the PCs enter a door and come out different doors and windows as shown in a painting of the room where the perspective is very skewed.
Not real adventures, but in the 80's Philippe Fassier was the house illustrator for Jeux & Stratégies, where he was known for his twisted labyrinths. I'm sure you can come up with some scenarios, using these images