Magic is a sham, but that doesn’t make watching it any less entertaining. That’s the big takeaway from a Penn & Teller performance. These longtime partners—the diminutive, mute Teller and tall, boisterous Penn—revel in their seamless ability to amuse and amaze audiences with tricks that range from sleight-of-hand to seemingly foolhardy acts. In the dazzling show closer, for example, the pair fire pistols at each other through panes of glass and each ends up catching the other’s bullet between his teeth. Along the way, the duo expose how some of the tricks are performed, turning the old adage that magicians never reveal their secrets on its head.