Back in the Sixties, in his West End play The Bed-sitting Room, Spike Milligan liked to capitalize, in a different way each night, on his audience’s obligation to stand for the national anthem. So, for one performance, he came on in a diving suit, opened his helmet, put in a comb and tissue paper, closed his helmet and, from inside, played “God Save The Queen.” When everyone was on his feet, he popped open his helmet and said, “If you’ll stand for that, you’ll stand for anything.”

No audience, no joke. We’re part of the show; we always are—or we should be. At the more ambitious, non-Milligan end of the scale is a moment from Hal Prince’s stage production of Cabaret that I cited in these pages a few years ago. Joel Grey, as the Kit Kat Klub’s emcee, is singing “If You Could See Her Through My Eyes” to a gorilla in a tutu. It’s a funny novelty number, and, on the last ...

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