"House of Asterion" is Borges's main labyrinth story as far as I can remember. "Library of Babel", "Tlön, Uqbar, Orbits Tertius", "The Immortal" and "The Aleph" are my favorites. His collected works fit in a single book and is a great example of quality beats quantity.
I suspect most would point to The Garden of Forking Paths as his "main labyrinth story" if he could be said to have such a thing. The Library of Babel is also a labyrinth of sorts. I recall another where a guy faked his own murder. He was really a labyrinthine guy.