I started with Penn and Teller, who did this trick on "Muppets Tonight," but they also do this in Vegas: Trap Door (with a kick-ass intro by the Smashing Pumpkins). The Vegas act goes a bit further, but I won't ruin the surprise for that. This led to a question, "When someone says some act is done with smoke and mirrors, what does that mean?" Well, the mirrors part is answered in this clever bit, How Does a Puppet Sit on a Stool? I know the Sigfried and Roy depend a lot on mirrors to hide where they stuff those large animals. But now I was deep in Muppet Country, and I found some other tricks like, "How does Kermit pay his writers?" and "Did the Muppets ever do a Goth act?"
But lastly, I leave you with Jim Henson uncut in his 1970s Tonight Show appearance. People forget he was a really good performance artist.