One of The Slender Man's powers is the ability to create loops and labyrinths to trap his victims in. They may or may not be extensions of the Path of Black Leaves.
Jekyll of Now I Shall Know You Again was once caught in a labyrinth, as well as all the students and teachers of 23 Seconds. Characters caught in these loops and labyrinths sometimes say that it feels "wrong" or "unnatural" in them.
Labyrinths occasionally manifest within a victim's mind instead of the physical world around them. Both Avalesca of The London Librarian and Reach of What You Are In The Dark seemed to experience this.