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....