Interesting, I was just watching this last night: https://www.youtube.com/watch?v=loCBvaj4eSg
https://www.youtube.com/watch?v=u9VMfdG873E
Unfortunately this is not such a good example of a shepard tone, as the fade-ins of the high-pitched notes are rather audible. You can listen to other examples on the wikipedia page: https://en.wikipedia.org/wiki/Shepard_tone