Lunar terminator illusion Sometimes, you can see the Moon high in the night sky, which is illuminated from the side where Sun goes down but slightly from above. It is paradoxical when Sun hangs at the lower level above the horizon than the Moon. Sun can even go down behind the horizon, yet, the Moon is illuminated slightly from above. 

The paradox is defined in Wikipedia and captured in this video

There is a video from "Vsauce"

http://youtu.be/Y2gTSjoEExc?t=280

which pretends to explain the phenomenon but fails, IMO. From his explanation I only get that light beam should deviate from the direct route to move along the orbital around the Earth, like if it is the Sun or Moon orbit seen from the Earth. But why? The nebular objects orbit because they have mass and gravitationally bound. Why should light beam travelling from Sun to the Moon bend the same way as if it orbits around the Earth? I do not get the explanations.

The popular explanation of the illusion does not hold the water

http://youtube/watch?v=Rsz2QNPprB8&amp;lc=z134gjggimumexwgr04cdxbrnlattlwp5n40k
The light ray does not bend (in fact it does a little bit, but that's small and doesn't matter now). However, what you see is not a path of a ray of light, but a projection of this path on the celestial sphere around you. This projection is an arc of a great circle with you in the centre.