Don Quixote Volume 2, Chapter 41
The wooden horse arrives, and Don Quijote and Sancho are instructed to cover their eyes (to avoid getting dizzy) til Clavileño neighs -- which will signal the end of the journey. The Duke finally convinces Sancho when he explains that this is the favor or bribe necessary to secure his post as governor. Don Quijote tries to get Sancho to return to their rooms and give himself five hundred lashes before the trip! They are both blindfolded and Don Quijote touches the peg on the horse's head and everyone calls good-bye, followed by comments about how high they are and how quickly they are flying. They blow bellows at them to simulate a strong wind and then light torches to simulate the imagined layer of fire in the sky. All the onlookers can hear the lord and squire's funny conversation. For the grand finale, they light the horse's tail on fire that sets off the skyrockets contained in the horse throwing Don Quijote and Sancho to the ground.
The pair are surprised to find themselves back in the garden. The hairy dueñas are gone; everyone else is lying on the ground in a faint and on a spear is a letter. It declares that the giant is satisfied and the dueñas and King Clavijo and Queen Antonomasia have all been returned to their previous states, with a reminder about Dulcinea's impending disenchantment and the squire's lashings. After everyone appears to awake, Sancho tells them that he peeked a little and then played with the goats of the Pliades (describing it all in great detail). Don Quijote doesn't understand how this is possible since they didn't go entirely through the layer of fire, which would be necessary to reach these stars. He eventually whispers to Sancho that he'll believe his sky story, if Sancho will believe his Montesino cave story.