This actually happened to me.  I had a boss who used to tell these crazy stories about his life. They were all very entertaining but my office mate and myself always suspected they were either fake or at least embellished.  One day, after a particularly outlandish story, we called him out. Told him we didn’t believe him. He quietly turned back to his desk, riffled though one of his drawers, and came back with something in his hand. It was a photograph of… well…proof his story was real.

From then on, we never questioned his stories again.