I remember seeing a U.S. government counterintelligence film (maybe linked from HN?) meant to discourage people, especially exchange students, from being recruited as assets of Chinese spy agencies. It was based on a true story in which an American was recruited and then applied for a clearance at the instigation of his foreign contacts. In the film, he was caught as a result of failing a polygraph: when uncomfortable questions arise during the examination, he asks to discontinue it and withdraw his application, and they don't let him get away with that; they end up prosecuting him and he pleads guilty to espionage charges.

I couldn't help thinking that the polygraph might have worked in that situation mainly because he believed it would!

Edit: maybe this also belongs in http://tvtropes.org/pmwiki/pmwiki.php/Main/ClapYourHandsIfYo...