This might sound stupid. Tokyo University of Electro-Communications researchers has created software and hardware to make you feel that someone is tickling your palm.
Basically, what it does it that it creates the feeling of the tickling by using iPod Touch and some tactile vibration mechanism. It simulates the sensation of a finger sliding across the palm of another person. When the person does this, the other person will see a finger moving across the palm. And with the tactile vibration, this person might create an illusion of someone touching the palm.
Watch this video and you will understand.
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(source)