This magic trick is an optical illusion instead of a pure magic trick, but it definitely is a crowd-pleaser. This illusion is called Sugihara’s Impossible Cylinder:
This is actually a mathematical magic trick. As detailed by David Richeson in Math Horizons, there is a fair amount of math that goes into creating this unique shape. He also provided this interacted Geogebra applet as well as a printable pdf file for creating this illusion.