Pall Sigurdsson and his friends were diving in Indonesia and encountered a tiny coconut octopus that was using a plastic cup for protection. Thinking the flexible transparent plastic cup wasn't much protection, they offered it shells instead.
While a shell is a sturdy protection, a passing eel or flounder would probably swallow the cup with the octopus in it, most likely also killing the predator or weakening it to a point where it will be soon eaten by an even bigger fish.
We found this particular octopus at about 20 meters under the water, we tried for a long time to give it shells hoping that it would trade the shell. Coconut octopus are famous for being very picky about which shells they keep so we had to try with many different shells before it found one to be acceptable.
-via Laughing Squid