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They close their hand around the two sponges as you pick up the third "GO". Yours magically vanishes, joining the other two in the spectator's closed hand. When their hand is opened, they now have three "GO" sponges!
Finally, you give all three sponges to another spectator, who closes his or her hands around them. You tell them, "They're gone!" The spectator, who still feels the sponges in their hand, thinks you're wrong, until they open their hand and are amazed to discover that the "GO" sponges are, indeed gone, and they are holding the sponge word "GONE"!
Comes complete with 4 "GO" sponges, 1 "GONE" sponge and detailed instructions.