You participate in a game show where you must choose between 3 doors. Behind 2 doors is a goat, but behind 1 door is a car. You pick a door, say door no. 1, but before you open the door, the host opens another door, say door no. 3, which has the car behind it. "Oops," says the host.
You lose.
Just the scenario itself, I think, and how funny it would be to reveal the prize, instead of a non-prize.