It is known that in the equilibrium of a game, no player has an incentive to unilaterally deviate from equilibrium play. Of course, players may not have a positive incentive to pursue an equilibrium when every other player pursues an equilibrium, for example, as in a mixed-strategy Nash equilibrium. In this paper, the authors consider the incentives of players to follow equilibrium in sequential auctions to allocate goods and in auctions to dissolve partnerships, when winning bids are disclosed. It shows for these games that a player obtains his equilibrium payoff for a large class of strategies different from his equilibrium strategy. These deviations from equilibrium, while costless to the player, harm the seller in sequential auctions. These results suggest that it may be difficult for players to learn to play equilibrium and, if reached, for play to remain at equilibrium. It is shown that for the auction designer, disclosing winning bids may be harmful to the seller. In the online Appendix, the authors study more complex generalized mimic deviations in sequential Dutch auctions in which a bidder, rather than withdrawing entirely from the auction in around, shades his bid below its equilibrium value. It is shown that a sequence of generalized mimic deviations of this kind also yields a martingale.