I think that shostakovich's A major fugue is a really good one in particular (i won't comment on this recording in particular).
I find several of Kapustin's and Castelnuovo-Tedesco's fugues to be Really Very good. I can't think of particular ones to recommend off the top of my head.
Of the other recent fugue-writers, I think
Henry Martin is also significant (he did a set of 24 preludes and fugues a couple of years back); though I think you might reject the fugue status of some of his fugues on formal grounds.
(If there would be interest in hearing any of the above I could have a rummage around).[igor rehkin's fugues for solo guitar I've looked at a few times, but I've not really gotten into/out of them too much].