I wouldn't say The Mist is WTFish. It's standard horror trope. The ending is a bit of a shocker especially since it differs so much from the story, but otherwise, nothing that makes you go WTF. Or..it could be I already knew the story so it didn't have that impact. I thought it was a great adaptation to a great story.
I KNOW there are movies out there not mentioned that are like this, but they are all escaping me right now, as most newer movies are simply 1 trick pony / twists.
Here's a few that might fit....
Triangle
Cube
as mentioned almost anything by Kubric.
Pi
Nothing
Enter the Void
Under the Skin
Coherence
Would you Rather?
John Dies at the End
Sucker Punch had me 'wtfing' quite a bit, but I wouldn't say it was good.
Night Watch and Day Watch
Endhiran - Hindi movie where whole movie is WTF badass.
To answer your question about 2010. I recently watched both back to back and did a review in the movies thread. Basically, 2010 on it's own is a decent film if taken by itself. It is in no way as good as 2001, and can seem dated due to the US/Soviet friction that plays a large part in the story, but it isn't a bad movie at all (IMO). It is much more straight forward though, and less wtf, although there definitely some wtf moments as more of the alien aspect is unveiled.