Vanishing Train

The train actually does not disappear, it just detours round the circle to the other side of the tunnel. Since the tunnel appears straight, it produces a delusion that the train should also be running straight.

The Folded Chess Set

Are you looking from the top or the bottom of the chessboard?

Music

Illusory black dots abruptly appear or disappear in white circles when you move your eyes around the image. However, if you fixate at the centre, the white circles will disappear. Disappearance of images is a subclass of simultaneous contrast illusions.