A simple game of skill that looks completely fair, but always leaves the sucker short.
Setup: grab a book of wooden matches and make a "game board" consisting of parallel lines covering a wide surface (make sure each line is exactly one full match-length away from the next). Next, explain you and your mark will take turns dropping matches from approximately 18 inches above the board. They can either aim to (a) HIT the parallel lines or (b) MISS the parallel lines. After a run of 20 matches is complete, the winner's the one who hit their targets the most.
The Work: when given the chance to choose, the mark will always choose to try to miss the lines. The gaps are SO wide, he'll figure he's gotta win. However, the surprising true odds are actually better than 3 to 2 in your favor.
How it works: first off, once you start dropping matches from 2 feet up, skill has nothing to do with it. It's just random chance. And in a random drop of needles or matches in this setup, it's a mathematical certainty that for every 2 needles that miss the lines, 3.14 of the will hit them. In other words, the exact odds are Pi to 2 in your favor!
Method: this effect relies on con man working out of order. After asking the first question, he writes the answer to the third question he plans to ask (in our case, we used a card force to know the third answer in advance, but a guess at a yes/no question will work just as well).
(side note: believe it or not, there are mathematical simulations to this problem that run so many iterations, programmers are actually able to accurately calculate Pi to any number of digits, just by repeatedly dropping virtual needles and tallying up the results! Google "Buffon's Needle" for more)