Entertainment, shake hands with subversion. Each shares the spotlight when Penn & Teller—i.e., tall, talkative Penn Jillette and diminutive, wordless Teller (no surname, thank you)—take the stage for a show that’s a brand-name recipe for magical goodness around the globe.

“The purpose of art is to see inside someone else’s heart, that’s all you want,” said Jillette. “Expressing yourself through magic is the most awe-inspiring thing you could possibly see.”

Expect nothing as simple as mere abracadabra. Instead, expect World Series-level illusions—dazzling fastballs and mystifying off-speed pitches. The duo delight in debunking the mythology of magic by deconstructing some tricks, but leave more than enough to surprise us.

Hold onto your cell phone, lest it wind up inside a dead fish. Watch as Teller escapes from a helium-filled trash bag—without letting the gas do likewise. Witness an audience member—you, perhaps?—ushered onstage only to vanish amid a blinding flash of light, replaced by Teller.

Yet it’s when they expose fakery (Penn calling out psychics and spiritualists with a joke book gag) and make points about personal liberties (a tutorial on fooling airport metal detectors involving small bits of metal and the Bill of Rights) that they apply their style-meets-substance trademark. And whatever side of the gun control debate you’re on, you’ll be riveted and rattled by the signature “bullet catch” from .357 Magnums they fire at each other.

Penn & Teller at a Glance

The duo recently wrapped a limited Broadway run, their third on the famed thoroughfare, after 1987 and 1991 engagements.

In Penn & Teller: Fool Us, four acts perform a trick for the stars, hoping to win a trip to Vegas.

Penn & Teller have topped 20 years as Las Vegas headliners.

Rio, 9 p.m. Sat.-Wed., $82.50-$104.50 plus tax and fee. 702.777.7776