Deutsch's Musical Illusions
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Scale illusion
The scale illusion was first reported by Deutsch at a meeting of the Acoustical Society of America (Deutsch 1974) and first published by Deutsch, Journal of the Acoustical Society of America, 1975. The pattern that produces the scale illusion is shown in Figure A. This consists of a major scale with successive tones alternating from ear to ear. The scale is played simultaneously in both ascending and descending form; however when a tone from the ascending scale is in the right ear a tone from the descending scale is in the left ear, and vice versa (Figure B shows these ascending and descending scales separately, and you can see that the pattern shown in Figure A is produced by the superposition of the patterns shown in Figure B). This sequence of tones is played repeatedly without pause.
An illusion that people frequently experience when listening to the scale illusion through earphones is shown in Figure C. A melody corresponding to the higher tones appears to be coming from one earphone, and a melody corresponding to the lower tones appears to be coming from the other one. When the earphone positions are reversed, the ear that had heard the higher tones continues to hear the higher tones, and the ear that had heard the lower tones continues to hear the lower tones.

As with the octave illusion, righthanders and lefthanders tend to differ in how they hear this pattern. Righthanders tend to hear the higher tones on the right and the lower tones on the left, whereas lefthanders are less likely to localize the tones in this way.
People have also described a number of different perceptions on listening to the scale illusion. Some of these are illustrated below.

Deutsch's Scale Illusion is published as a sound demonstration in the compact disc 'Musical Illusions and Paradoxes.'
Follows is sound example (make sure you listen in stereo):
References:
Deutsch, D. An illusion with musical scales. Journal of the Acoustical Society of America, 1974, 56, s25.