I've heard rumours of gas stations putting a cover over the regular unleaded pumps, saying that they're empty, thereby getting people to pay for the more expensive premium gas. One guy, on a hunch, started to fill up with the regular gas anyways, and discovered that the pump in fact wasn't empty. The gas station owner came out, furious as all get out, but when confronted with the fact that it was in fact the gas station who was committing fraud, backed down in a hurry.

Lesson: don't always believe it when the pump says "empty"--can't hurt to try.