One of those Bugs Bunny / Yosemite Sam door-after-door-after-door affairs.
Basically have two short stretches of corridor with a door either end. The door at the far end of corridor 1 leads to corridor 2. The door at the far end of corridor 2 leads back to corridor 1.
The mechanisms triggering this are pressure plates along the centre of the corridor 2, skirting along the sides will avoid triggering the plates and allow you to go to the next room.
If a player makes a hole in the door / destroys the door entirely (which I'm pretty sure my players would), they'll see the distant room magically change to the corridor when they step on the pressure plate.
If you want the characters to be confused, but not the players, pop in some classic tropes.
Two that spring to mind:
Transporter technology - High pitched noise, swirly patterns, a vague sense of being dissolved, then the reverse.
Impossibly sterile rooms - no obvious furniture, panels on the walls automatically open to provide things, beds rise out of the floor, etc.