The rumors are true! There really was an unreleased Penn & Teller Sega game. Smoke and Mirrors is (was? Would have been?) a collection of postmodern minigames in the inimitable P&T style.
Chief among them is the fabled Desert Bus, in which you drive a bus across the Nevada desert to Las Vegas-- in real time. Make the 16 hour roundtrip, the legend goes, and you score one point.
Screenshots, commentary, and a torrent for the brave on Something Awful's forums.