I think the markings are technically correct, but nevertheless not very helpful, at the Handy Cross roundabout near High Wycombe, at junction 4 of the M40, where it meets the A404 and two other minor roads. There are two entry slips onto the northbound M40 - one direct from the northbound A404, one coming off the roundabout, and the roundabout splits into two at one point. Basically it's just a confusing gyratory of lanes that provides enormous potential for slip-ups - thank goodness it's got traffic lights. I know this explanation will be hideous so I'll attach a satellite shot from Google Maps.
The other slightly ridiculous roundabout is that at Junction 8/9 on the M4, where the A404 (M) and the A308 (M) branch off. Because, for someone coming off the westbound carriageway, both exits are off to the right, this means that the left-hand lane is for cars heading right and taking the A404 (M). Because the right-hand lane also gives access to the A404 (M), this leads to drivers coming in from the right-hand lane and crossing into the left-hand lane to access the A404 (M), as you would do on a roundabout where the left-hand lane is for drivers going left and straight on. However, because both lanes are turning right, this does create a risk for a sidelong collision between a car in the left-hand lane and a car crossing over. There is also a risk of a driver in the left-hand lane following instinct and taking the first exit, which is straight back onto the M4.
The "magic" Greensteads Roundabout in Colchester is also quite badly signposted, which leads to a lot of confusion at the mini-roundabout section that the A133 comes in at. Fortunately, its magic enables you to still reach your road even if you get lost!