The time this seemed to work best was when the party were following a magic road, and found themselves in a strange place with a thick poisonous yellow atmosphere. After several clues the players realised that they were in Sherlock Holmes' London in the middle of a London Particular (smog). They were good enough role-players that their characters continued to assume they were in some chaos-tainted area.
They had a unicorn with them, and managed to disguise it as a horse dressed up with an obviously fake horn ...
Andrew
Powered by hypermail