What you Need
What to do
Find or arrange a vertical flat piece of glass, or plastic (if you are using glass be careful to arrange it securely, so it doesn't break).
Put a candle either side of the glass, and arrange it so that the rear candle is under the reflection of the front one.
Light the front candle. What does it look like?
Get a friend who hasn't seen the setup to try blowing out the front candle without blowing out the back one...
What may happen
You should find that it looks like both candles are alight, until you look around the side of the glass.
Why does it happen?
Although glass is mostly transparent, it reflects a significant proportion of the light that hits it. Normally the light going straight through is so much brighter that you can't see it, but if you use something bright, like a candle, in front of the glass and a dim room behind, the reflection can dominate what you are seeing.
So you see the reflection really well. The neat thing about reflections is that they look as if the object is behind the mirror. So when you move your head, the reflection moves in exactly the same way as the candle behind, so the illusion works from lots of directions.
You don't have to just use a candle, a bright screen like the one on a mobile phone works too.
This is how aircraft heads up displays work - the pilot has useful information superimposed on his view of the world, and so he doesn't have to look away when he wants to know his altitude.
What has this got to do with theatre?
You don't have to use a mobile phone screen or a candle, you could use an illuminated actor. Then you would get a ghostly, semi-transparent apparition reflected in the glass, that could "interact" with the other actors. This was a favorite of Victorian theatres, and was called Pepper's Ghost.