The Collaborative International Dictionary of English v.0.48:

Bafflement \Baf"fle*ment\ (b[a^]f"f'l*ment), n.
   The process or act of baffling, or of being baffled;
   frustration; check.

WordNet (r) 3.0 (2006):

bafflement
    n 1: confusion resulting from failure to understand [syn:
         bewilderment, obfuscation, puzzlement,
         befuddlement, mystification, bafflement,
         bemusement]

Moby Thesaurus II by Grady Ward, 1.0:

73 Moby Thesaurus words for "bafflement":
   baffle, balk, balking, betrayed hope, bewilderment,
   blasted expectation, blighted hope, blow, bother, buffet, check,
   checkmate, comedown, confounding, confoundment, confusion,
   cruel disappointment, dash, dashed hope, defeat, dilemma,
   disappointment, discomfiture, discomposure, disconcert,
   disconcertedness, disconcertion, disconcertment, disillusionment,
   dissatisfaction, disturbance, embarrassment, enigma, failure,
   fallen countenance, fiasco, fix, fizzle, foil, foiling,
   forlorn hope, frustration, hope deferred, jam, letdown, mirage,
   mystery, nonplus, perplexity, perturbation, pickle, plight, pother,
   predicament, problem, puzzle, puzzlement, quandary, rebuff,
   repulse, reversal, reverse, riddle, rout, scrape, setback,
   sore disappointment, stew, tantalization, tease, thwarting,
   unassuredness, upset