Well, cross a haunted house with avant garde performance art and you'll start to get an idea.
Its a performance loosely based on Macbeth. But you don't sit in a theatre, you wander freely throughout several floors of a converted warehouse. There's no real lines, and only a vague script. The actors are identifiable because they're the only people not wearing masks, and you follow them around as you choose (usually running, they switch scenes fast). The "action", as it is, gets run through 3 times in each showing, so that you have the opportunity to catch scenes you "missed" the first time because you were somewhere else. The "sets" are really spooky, detailed, crazily decorated rooms that you can interact with. To a certain extent they expect you to pick up props and carry them away. They also expect you to interact with the players a bit (though you're not allowed to talk). However, there's no pressure, any interaction is organic and grows out of your actions. There are...a number of scenes involving nudity. You could conceivably visit it a number of times and always have a different experience.
DH wanted to do it because he likes crazy things. I went along with it (although 3 hours of running while 4 months pregnant was a trial). I am so glad we did.