"This Thing Rolls Uphill?" is a double cone (made out of two funnels) riding on rails that slope but also are not parallel. The cone rolls from where the tracks are close together to where they are far apart, which is also "uphill" on the rails.

Even though the contact point of the cone is moving upwards on the rails, the cone itself is getting lower, because it is sinking between the rails. So the cone really is moving downwards -- but people watch the wrong thing. The decrease in height is rather small; it's even hard to measure it. But the cone figures it out immediately.