Capablanca used to tell this story to friends.
"I was playing in a tournament in Germany one year when a man
approached me. Thinking he just wanted an autograph, I reached for my
pen, when the man made a startling announcement. 'I've solved chess!' I
sensibly started to back away, in case the man was dangerous as well as
insane, but the man continued: 'I'll bet you 50 marks that if you come
back to my hotel room I can prove it to you.' Well, 50 marks was 50
marks, so I humored the fellow and accompanied him to his room."
"Back at the room, we sat down at his chess board. 'I've worked it
all out, white mates in 12 no matter what.' I played black, perhaps a
bit incautiously, but I found to my horror that white's pieces
coordinated very strangely, and that I was going to be mated on the 12th
move!"
"I tried again, and I played a completely different opening that
couldn't possibly result in such a position, but after a series of very
queer-looking moves, once again I found my king surrounded, with mate to
fall on the 12th move. I asked the man to wait while I ran downstairs
and fetched Emmanuel Lasker, who was world champion before me. He was
extremely skeptical, but agreed to at least come and play. Along the way
we snagged Alekhine, who was then world champion, and the three of us
ran back up to the room."
"Lasker took no chances, but played as cautiously as could be, yet
after a bizarre, pointless-looking series of maneuvers, found himself
hemmed in a mating net from which there was no escape. Alekhine tried
his hand, too, but all to no avail."
"It was awful! Here we were, the finest players in the world, men who
had devoted our very lives to the game, and it was all over! The
tournaments, the matches, everything - chess had been solved, white
wins."
About this time Capa's friends would break in, saying "Wait a minute, I never heard anything about all this! What happened?"
"Why, we killed him, of course."