Why does a Penrose Stair seem to be correct?

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Penrose Stairs seem to be a locally valid but globally inconsistent contraption. I have a couple of questions:

  1. Is it physically realizable? In other words, is it possible to build a 3-D structure of this kind? I have seen a couple of images on similar illusions made of Lego blocks on Google, though I am not sure whether they are real.

  2. Is there any explanation behind the effect?

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Concerning the question "2. Is there any explanation behind the effect?":

Look at the following figure:

enter image description here

Locally, in other words: when you look only at a sectorial part of the figure, you see a staircase, and there is no visual paradox (other than that it is not clear whether going clockwise goes up or down, but that is another matter). It is only when you look at the figure as a whole that the idea of a staircase is no longer sustainable.

The main cause of the illusion is the fact that our brain is automatically interpreting the two-dimensional input of a part of this figure as an image of a scene which is in reality three-dimensional.

Note that in the case of a real three-dimensional staircase even our two eyes looking at it would not be able to resolve the front-back ambiguity alluded to in the sentence in parentheses above.

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Isn't it obvious that if you built this object, the landing on the far left would be simultaneously higher and lower than the one on the right?

This would have to be true if the stairs were assumed to have level steps. But we don't have any assurance that they are that way. The base of the staircases are also equally disorienting, since we have no way to know for sure they are drawn to be parallel with the step surfaces.

When we look at it we are tempted make certian assumptions that just aren't so. That's a big part of making the illusion.