Two volunteers from the audience tie the ends of a piece of rope around each of the performer's wrists.  They wrap tape around both sets of knots, then write their initials on the tape for identification.  A cloth is then held in front of the peformer so that anyone who finds himself behind bars for breaking the law will not have any ideas about how to escape from the cell (or some other appropriate excuse).  A ring is introduced and can be examined which the performer takes under cover.  When the cloth is removed, the ring is seen to be around the rope with no apparent way of getting there except to penetrate the performer's arm or the rope!  All can then be examined again.
This effect can be used by Mentalists, Magicians, and Escape Artists.