Same with the Big Lebowski, but in a much more deliberate (and professional) way. The Dude, imagining himself in a film noir story, thinks that every detail is some clue relevant to Bunny's disappearance, but turns out to be completely irrelevant: the guy following the Dude in the VW, the essay in the Dude's car, Jackie Treehorn's note, etc. Instead, basically every single event in the movie after exposition is a red herring when it turns out that the Dude's initial hunch that Bunny kidnapped herself was true all along.