The Moon Tilt Illusion is a good one to look at in depth, and is easily accessible - https://wiki.tfes.org/Moon_Tilt_Illusion
Yes, the Moon Tilt Illusion is really easy to work with and all you need is a ping pong ball - cheap, simple, inexpensive. You also need a view of the Sun and the waxing or waning gibbous Moon in the sky at the same time, which is quite easy this weekend not long before sunset - it's a good time to demonstrate the illusion of the Moon's shadow line (called the terminator line - the transition from lit area to unlit area) appearing to be out of line with the direction to the Sun. The references quoted in the wiki article Tom mentions explain the appearance quite well.
So which way should the line show to the Sun? First of all, do a little investigation nearer home: stand with the Sun at right angles to where you're facing. Let's say the Sun is off to your left and you then hold the ping pong ball, between finger and thumb, in front of you at eye level: you will see the ball half lit and half in shadow and a right angle from the shadow line across the lit area will point back to the Sun at your left.
Next try facing the Sun and hold the ball between your knees so you're looking straight down at it: you will again see the ball half lit, half in shadow and a right angle from the shadow line across the lit area will point back to the Sun in front of you. Stand with your back to the Sun and hold the ball directly above your head: again the half-lit, half-shadowed appearance and you now know which way the shadow line indicates towards the Sun behind you.
Now the fun starts: stand with the Sun behind one shoulder and look at the shadow line on the ball at eye level: the ball now appears more lit than unlit but the shadow line still shows the correct direction back towards the Sun. Note that it's only your viewpoint that has changed, which is why you see more of the lit area than the unlit. Now move the ball down to about waist height and you'll see the shadow line seems to show the Sun is now lower in the sky, perhaps even showing the Sun is below ground level! Has the light suddenly changed direction? No...
With the Sun still behind your shoulder, hold the ball above eye level and the shadow line now indicates the Sun is higher in the sky than before. So has the light again changed direction? No: move the ball back to eye level and turn to face at right angles to the Sun and the shadow line will again show the correct direction!
So at what position will the shadow line on the ball match the shadow line on the Moon? Move the ball around and compare: up, down, left and right until the two match: move the ball closer and further away from your eye too to see if that makes any difference.
spoiler: the ball's shadow line and the Moon's shadow line will match when the ball is in line between your eye and the Moon.
So is the Moon's shadow tilted away from where it 'should' be? Do we need an esoteric light-bending explanation for this? No, we don't. Feel free to draw your own conclusions about Electromagnetic Acceleration (EA) after you've done the experiment