It takes clever GMing, but if you can develop a situation where you have players doubting that what they are seeing is real, then you have plenty of opportunity to do interesting things with it:

• Present something which looks just unconvincing enough to have them doubt it is real.
• Present something which looks "incredibly lifelike".
• Present something which satisfies all their sensing equipment and every test they can think of to determine its reality.
• Present something which looks "obviously fake".
• Present something which looks "just a bit wrong, but you can't quite say how".

Actually, these are also a good way to get players into that state in the first place!

Transcript

GM: As you descend, the feeling of power increases.
Luke: Come on, Luke, stay frosty. Yoda said it's just me.
GM: The presence here is almost overpowering.
Luke: Is there someone else in here?
GM: A dark figure emerges.
Luke: Vader!
Darth Vader: {Annie} Well, well. A living Jedi. This can be remedied.
Luke: Actually... I'm just in training. Don't mind me.
GM: Vader approaches menacingly.
Luke: Wait. Ha ha! Yoda is just testing me. This is a manifestation of my paranoia.
Darth Vader: So, Yoda is training you.
Luke: Okay, Luke, just ignore him and he'll go away. La la la!
Darth Vader: Luke...
Darth Vader: Starkiller.
{Luke ignites his laser sword}
[SFX]: wmmm...
Darth Vader: Of course, a Jedi. My son would never have been killed by some mere ruffian.
[SFX]: wmmm...
Luke: Ha! How could you possibly know this if you weren't my subconscious?
Darth Vader: In that case you won't need to dodge this!
{Vader swings his sword}
[SFX]: Whooom!!