How much you get out of this depends almost entirely on how close your mindset is to Penn and Teller. If, like us, you share their screwed-up, sarcastic attitude to life, you'll likely have a ball; otherwise, you'll be lost, sunk, and buried. The "plot" sees Penn saying on national TV how cool it'd be for someone to try and kill him - of course, somebody takes him up on the offer. However, it has already been established that the duo's main leisure pursuit is playing cruel practical jokes on each other (particularly post-9/11, the airport sequences are amazingly non-PC), so is this really just another malevolent prank?
Including a very early appearance by Tom Sizemore (as a mugger), this is at its best offering glimpses into the twisted world of P&T. Teller's secret life as a ninja, for example, or his talent for catching pigeons; these oddities hint at hidden depths. It's also worth noting that Teller speaks here, something he never does during their shows, though having seen them in Las Vegas, I know he happily talks off-stage. Less successful are stabs at education - I don't really need a movie to tell me that psychic surgeons are frauds, even if it's a subject that still concerns them today (see their Showtime series Bullshit!). Still, the ending deserves much respect for sheer finality, and early events lead to a skeptical mind-set that believes nothing you see, an interesting approach for any movie. While it doesn't all work, enough does to make for interesting viewing, at least when you're in a P&T frame of mind.