Despite the law of conservation of energy stating that you can’t create energy from nothing, a vehicle called Blackbird seems to violate that law. Using only the wind and moving exactly downwind (parallel to the direction of the wind), Blackbird can move faster than the speed of the wind, seemingly creating energy from thin air.
The law of conservation of energy states that energy cannot be created nor destroyed, only transferred from one form to another. Therefore, a wind-powered vehicle moving exactly with the wind cannot travel faster than the wind. Derek Muller, a scientist with a PhD in Physics, explains a model for understanding downwind energy transfer. When a sailboat is aligned with the wind, the sailboat will speed up until it matches the speed of the wind. Once the sailboat matches the speed of the wind, the boat stops accelerating and maintains the same speed as the wind. This follows the law of conservation of energy as the boat doesn’t have additional energy to continue accelerating.
Despite this rule, Blackbird can continue accelerating faster than the wind using only wind energy. Muller explains that this is due to the wheels of the vehicle being connected to the propeller and powering it; instead of the propeller moving the wheels, the wheels move the propeller. The vehicle would look like it's meant for the wind to move the propeller to generate energy like a windmill; however, the wind only pushes the cart. The moving wheels cause the propeller to move against the wind, acting like a fan going against the wind and thinning the air behind it. Since the propeller is thinning the air, the propeller applies a force behind the propeller, and an equal and opposite force is applied in front of it, giving the vehicle an additional source of energy to move. Thus, Blackbird is able to move faster than the wind using only wind power--creating energy literally from thin air.
If you feel skeptical about this machine (as even some Physics professors do), you can watch a detailed explanation of how Blackbird functions here.