This happened in Burgess Park, South London in 2009. My friend and I used to walk down to Burgess Park in the evening with our kids to feed the ducks. Quite often, it was dark and the gates to that part of the park were locked. However, there was a gap in the railings to squeeze through, so we used to do this regulary. The kids enjoyed it and it was a nice walk and we could still walk through the rest of Burgess.
One night after we fed the ducks, we came out and saw just over the hilltop in the ungated part of the park the red and white striped top of a circus tent... or so we presumed. All the children saw it, too. We said that the next day we would inquire about ticket prices, etc. (It was too late to go over then.) We did think it was odd, however, that there were no posters advertising any circus.
We went home, and next day went to Burgess to find out about the circus... but we were very surprised to discover that there was no tent... no evidence on the grass to suggest there had been a tent of any kind.
We saw a workman doing some groundwork and asked him. He said no circus had been there recently. One did come yearly, but not recently, and after they had left there was such a mess left on grass to show it had been there. He said there had been no tent there the previous night or day and did not know what we could have seen.
We were totally baffled, and to this day still wonder about it.