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I attack with Phantasmal Bear. My opponent responds by casting Ultimate Price and targets my bear. Can I save my creature by casting Snap or Curfew? If I had a regular creature, I know that Curfew would be able to save because I would just return it to my hand and my opponents Ultimate Price would have an illegal target and fizzle out. But, I'm supposed to sacrifice Phantasmal Bear when it becomes targeted. So i'm just very confused on whether my bear will lose the target when I cast Curfew or automatically die because it was previously targeted. (I know now most illusions don't have that ability, but my whole deck has creatures with that ability so its very important)

You can save your Phantasmal Bear with Curfew, but not with Snap.

The "illusion ability" is a triggered ability, and once it triggers it goes on the stack on top of whatever spell or ability triggered it. So, after your opponent casts the Ultimate Price, the triggered ability goes on the stack and then you have the opportunity to respond. If you respond by casting Curfew, you can choose to put the Phantasmal Bear into your hand, which will save it from both its own ability and the removal spell. If you instead respond with Snap, Snap itself targets the creature, so the illusion ability will trigger again and go onto the stack on top of Snap, and you will have to sacrifice the creature before Snap resolves.