The magician is locked in a safe. A curtain is raised, and a short time later the magician emerges from the curtain (no longer in the safe).
Escaping from a locked safe is a difficult feat at best, made more difficult that it must be accomplished in darkness, in a confined space, and with limited oxygen. A magician wishing to accomplish this feat must have strong nerves, good health, a sharp mind, tolerable body odor, sensitive fingers, a crowbar, and a jackhammer.
After the magician is sealed in the safe, the jackhammer is immediately put into action. This can be done even before the curtain is up -- the walls of the safe are so thick that they are effectively soundproof (think about it -- have you ever heard a sound coming from inside a safe?) As the jackhammer tears through layers of hardened steel, the crowbar is employed to pull them away until a magician-size hole had been created in the door.
The magician escapes through the hole, replaces the safe door with a duplicate door (hidden under the safe or on the magician's person), and steps through the curtain for applause!
Note: The safe escape was made famous by Harry Houdini, who escaped from all manner of safes in his day. However, perhaps the most novel of these escapes belonged to another performer -- namely Nahdeeb "The Mite of India" Maharaja's famed Safety Deposit Box Escape.