For something that is difficult to understand:
* Confuse: "The instructions confused me."
* Baffle: "The complex math problem baffled her."
* Mystify: "The ancient writings mystified scholars."
* Puzzle: "The strange noises puzzled the residents."
* Bewilder: "The sudden change in plans bewildered her."
For something that is completely beyond understanding:
* Defy: "The language defied translation."
* Transcend: "The artist's work transcended comprehension."
* Elude: "The meaning of the poem eluded me."
* Escape: "The logic of their argument escaped me."
For something that is unintelligible:
* Garble: "The phone call was garbled."
* Mumble: "He mumbled something incomprehensible."
* Slur: "His speech was slurred and unintelligible."
* Distort: "The radio signal distorted the message."
The best verb to use will depend on the specific situation and the nuance you want to convey.