Would Parallels count as a mystery Story? I'm just trying to think of ones that haven't been mentioned, and this was the first that came to mind.
I also liked Identity Crisis (Especially the holodeck scene, which was creepy) and The Nth Degree, but not sure if they count either.
Come to think of it, almost every ST episode could be considered a mystery! Time's Arrow is a mystery because how could Data's head be in a cavern on Earth? Transfigurations is a mystery because for the entire episode we don't know what is up with that amnesia dude. The Loss is a mystery when Troi loses her powers and something is pulling the ship. I think mystery and Star Trek go hand in hand!