Some viewers will no doubt be annoyed at having been misled by the title of “Lost Magic Decoded,” a frothy special Thursday night on History, carrying as it does the implication that the secrets behind some legendary illusions will be revealed.

But Steve Cohen, the program’s genial host, is an adherent to the magicians’ code; don’t expect to learn how to make a rope rise skyward out of a basket here. But do expect to hear some tasty stories about magic tricks of yore, and to see some pretty baffling modern-day magic by Mr. Cohen as well.

Mr. Cohen, who is known as the Millionaires’ Magician for his magic show at the Waldorf-Astoria, sets out to run down four illusions from the distant past. The idea isn’t to reveal how they were done but to see if they actually can be done or were really just embellished legends. Along the way Mr. Cohen finds some of history’s odder true stories and throws in a few bits from his parlor show. […]