Mobile digital technologies and networks have fueled a recent proliferation of opportunities for pervasive play in everyday spaces. In this paper, I examine how players negotiate the boundary between these pervasive games and real life. I trace the emergence of what I call “the Pinocchio effect” – the desire for a game to be transformed into real life, or conversely, for everyday life to be transformed into a "real little game.” Focusing on two examples of pervasive play – the 2001 immersive game known as the Beast, and the Go Game, an ongoing urban superhero game — I argue that gamers maximize their play experience by performing belief, rather than actually believing, in the permeability of the game-reality boundary. Keywords Pervasive play, immersive games, gaming reality, performance studies.