Keep an eye out on the TV for what is the best possible 30-second demonstration of the winner's curse. Unfortunately, I can only find this online, which requires a subscription to view it.
The commercial is for Edward Jones Investments. The setting is an art auction where a piece sells for $50,000 to an enthusiastic buyer. The buyer, immediately upon winning, stands up and requests the auctioneer to auction-off the painting again on his behalf.