He was fooled for quite a while in "A trace of murder". And his reaction when he realized what was going on was fun to watch. :-)

In ETUDE IN BLACK, he might not have been fooled by the killer himself, but that moment when Audrey points out Paul instead of Alex really throws him. In fact, there probably aren't a lot of scenes where he looks MORE "thrown."

I can think of two....where he thought he may have been wrong til the very end...Swan Song....when Johnny Cash flies away on a plane ...and Stitch in Crime when they do not find dissolving suture in the O.R....

When Charles Clay is found dead in the dreadful "Last Salute To The Commodore" Columbo has to start all over again since Clay was the prime suspect.

Why did you find that episode dreadful?

Nobody thought to mention " Columbo cries wolf "
He was COMPLETELY fooled in that episode until the women appears alive near the end :)