You can find this in The Complete Robot, Robot Visions, I, Robot and Robot Dreams.
A robot with a modified first law is told in the most strongest terms to “get lost”. And, so, that’s exactly what it does do, in amongst 62 normal first law robots.
Susan Calvin is called in to identify the robot, and she’s very unimpressed when she finds out that US Robots have been making dodgy robots with dodgy first laws.
Great little story.
Next robot story will be Risk.