In the neuroscience community, it has become something of a fad to construct optical illusions that illustrate this point. The embedded video below is getting a lot of press for winning an award recently and is a fantastic illustration of this fact of human vision.
Look at the angles of those ramps and that very high central pillar. Those balls are rolling up hill! We know gravity pulls things down, but our brains use these clues about the construction of the ramp to make us think the balls are rolling up hill.
Take a careful look at around the 30 second mark and the "trick" is revealed. The "long" pillar is not vertical and the ramps are not angled the way you thought they were...
These types of illusion bring to mind M.C. Escher and, indeed, there is a whole school of thought about Art and Physics (see Shlain's book of the same title) which posits that Artists start seeing and playing with perception in a new way that just precedes what scientists are about to do in the scientific arena. When society is ready for the next level of abstraction, artists lead the way and the more cautious, constructionist scientists follow. If this is so, then perhaps we are about to have a breakthrough in theoretical physics based on our new understanding of the illusory nature of our own perception...
Additional note (Jan 2021): My man Derek Muller explores these ideas in great depth: https://www.youtube.com/watch?v=dBap_Lp-0oc
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