Wild Willie Barrett - great man. Doing slide guitar with a raw egg, and people expecting it to break - then he chucks it at a random member of the audience, and it does.

While we're drifting the thread, but still dealing with tense situations - ever play the game where you spread a paper tissue tight across a beer glass, stick a coin in the middle, and then people take turns burning a hole in the paper, till at last the coin drops. Gets surprisingly tense towards the end. Supposed to originate in North African jails.