It should be noted that much of what follows is culled from various Magician's discussion boards online, though I am slowly checking printed sources. Magician's are notoriously keen to distract people from the real manner in which illusions are performed.
For good introductions to the history of magic see the 1911 Encyclopedia Britannica article on Conjuring and, for a different slant, the Catholic Encyclopedia article on Occultism. A developing site with promise can also be found here.
The most complete work on floating objects is probably Armstrong's (1976; 1983) Encyclopedia of Suspensions and Levitations.