As seen in the recent Thor movie (and even the previous ones) we can say that Loki is a master at illusions. He seems to fool everyone around him. My question: Is there anyone who can see pass Loki's illusions and see the truth?
Easily penetrating his illusions? NO. Not many people can because they would need to be as well versed as he is in Asgardian magic and Loki has few equals. The names are a list of sorcerers to conjure with: Amora the Enchantress, Karnilla the Norn Queen, and the Allfather Odin, himself.
Loki is a consummate sorcerer with few equals
In dealing with Loki, the truth is a relative and slippery thing. Loki is a known trickster and anyone who knows him well enough, knows not to trust him, except for the fact that he will at some point in the near future, betray you for his own interests.
Despite his portrayal in the Thor movies as a slightly less than competent individual, Loki is reputedly one of Asgard's most accomplished sorcerers. In addition to his prodigious magical abilities, he is an accomplished shapeshifter and capable of casting life-like illusions.
In the canon comics from which the character is derived he is:
...Perhaps the most powerful sorcerer in all of Asgard. His many magical abilities included shape-shifting (able to gain the basic natural abilities inherent in each form), astral projection, molecular rearrangement, eldritch energy blasts, illusion casting, flight (via levitation), telepathy, hypnosis, and teleportation.
- Of all of Asgard's denizens only someone as versed in magic as Loki has any chance of penetrating his illusion magic. Loki has few peers in sorcery, leaving perhaps only Odin Allfather, Karnilla, the Norn Queen or Amora the Enchantress to be able to penetrate his illusion magic, usually by dispelling his illusions if they suspect he is using one in the first place.
Loki is a Trickster, not your ordinary liar
This, of course, is why Loki is considered a trickster god. He would never use illusion in the presence of people who would be able to penetrate it. He would use lies, either carefully crafted or lies by omission to get what he needed from anyone who could see through his illusions, saving them for people who wouldn't be able to tell reality from illusion (like Thor, for instance).
One notable exception could be Heimdall, the Guardian of the Bifrost, whose superhuman senses are so acute he is said to be able to hear sap running through trees, or the heartbeat of a butterfly a thousand worlds away. (perhaps these are hyperbole, but you get the idea).
Heimdall has been known to be able to detect the energy of every Asgardian even if they were not in Asgard and may be able to recognize if something standing before him was real or not. However, historically, his superhuman senses have been able to be fooled by magic if the sorcerer were capable enough, e.g. Loki, Karnilla, Amora, or Odin.