Shepard tones, similar to the ones shown in the movie "a pair of paradoxes". Play the Shepard's scale more than once to realize that beginning and end are the same. Further down in the page are examples of a Bach canon played on various Shepard's-type scales.
Most of the links on that page to other articles are invalid.
Another page of Shepard tones and other auditory "paradoxes" -- unfortunately without much explanation.
A demo of combination tones, somewhat similar to that shown in lecture
LBJ and Helium voice