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]