We had the ice cream man that didn't have any ice cream if his music was playing. They were foiled when one of us announced, "But he must have some lollies, then, or he wouldn't keep coming!"
Also, "If you eat your crusts, your hair will curl!" That was one way to put me off eating crusts as a child, because my hair was wild enough and difficult to manage as it was, let alone with any extra curls!
If the tooth fairy forgot to collect our teeth overnight, it was because she was on holiday. As we got older, it was because she had developed arthritis, so it took her longer to do her nightly visits to everyone who had lost teeth that day!