The Collaborative International Dictionary of English v.0.48:

Mysterious \Mys*te"ri*ous\, a. [F. myst[`e]rieux. See 1st
   Mystery.]
   Of or pertaining to mystery; containing a mystery; difficult
   or impossible to understand; inexplicable; obscure; not
   revealed or explained; enigmatical; incomprehensible.
   [1913 Webster]

         God at last
         To Satan, first in sin, his doom applied,
         Thought in mysterious terms.             --Milton.
   [1913 Webster]

   Syn: Obscure; secret; occult; dark; mystic; cabalistic;
        enigmatical; unintelligible; inexplicable;
        incomprehensible.
        [1913 Webster]

WordNet (r) 3.0 (2006):

mysterious
    adj 1: of an obscure nature; "the new insurance policy is
           written without cryptic or mysterious terms"; "a deep
           dark secret"; "the inscrutable workings of Providence";
           "in its mysterious past it encompasses all the dim
           origins of life"- Rachel Carson; "rituals totally
           mystifying to visitors from other lands" [syn: cryptic,
           cryptical, deep, inscrutable, mysterious,
           mystifying]
    2: having an import not apparent to the senses nor obvious to
       the intelligence; beyond ordinary understanding; "mysterious
       symbols"; "the mystical style of Blake"; "occult lore"; "the
       secret learning of the ancients" [syn: mysterious,
       mystic, mystical, occult, secret, orphic]

Moby Thesaurus II by Grady Ward, 1.0:

184 Moby Thesaurus words for "mysterious":
   able, abstruse, ambiguous, amphibological, amphibolous, anagogic,
   arcane, awe-inspiring, awesome, awful, awing, baffling, beclouded,
   bewildering, bizarre, blind, bothering, buried, cabalic,
   cabalistic, censored, classified, close, closed, clouded,
   concealed, confounding, confusing, covered, covert, cryptic,
   curious, dark, discomposing, disconcerting, dismaying, distracting,
   disturbing, eclipsed, eerie, embarrassing, enigmatic,
   enwrapped in mystery, equivocal, equivocatory, esoteric,
   extramundane, extraterrestrial, fey, furtive, hermetic, hid,
   hidden, hush-hush, hypernormal, hyperphysical, impenetrable,
   in a cloud, in a fog, in eclipse, in purdah, in the wings,
   incalculable, incognizable, incommunicado, incomprehensible,
   indefinable, inexplicable, inextricable, inscrutable, insoluble,
   insolvable, intricate, ironic, latent, metaphysic, multivocal,
   mystic, mystical, mystifying, numinous, obfuscated, obscure,
   obscured, occult, otherworldly, perplexing, perturbing,
   polysemantic, polysemous, preterhuman, preternatural, preternormal,
   pretersensual, problematic, psychic, puzzling, recondite,
   restricted, sealed, secluded, secluse, secret, sequestered,
   smothered, spiritual, stifled, strange, superhuman, supernatural,
   supernormal, superphysical, supersensible, supersensual,
   suppressed, supramundane, supranatural, theosophical, theosophist,
   top secret, transcendental, transmundane, ulterior, unaccountable,
   unapparent, unapprehended, unascertained, unbeknown, unbreatheable,
   uncanny, uncertain, uncharted, unclassified, unclear, undefinable,
   under an eclipse, under cover, under house arrest, under security,
   under wraps, underground, undisclosable, undisclosed,
   undiscoverable, undiscovered, undivulgable, undivulged, unearthly,
   unexplainable, unexplained, unexplored, unexposed, unfamiliar,
   unfathomable, unfathomed, ungraspable, unguessed, unheard,
   unheard-of, unhuman, unidentified, unintelligible, uninterpretable,
   uninvestigated, unknowable, unknown, unperceived, unplumbed,
   unrevealable, unrevealed, unsolvable, unspoken, unsuspected,
   untellable, untold, untouched, unutterable, unuttered,
   unwhisperable, unworldly, upsetting, virgin, weird,
   wrapped in clouds