A CM once told us that Illuminations costs $100,000 (or was it $60,000?) a night, but according to Intercot :
The cost to stage the show per night stated by some Epcot cast members is typically overstated and inaccurate as the real dollar amount is a closely guarded fact.
I would assume that all other shows are the same. A CM might tell you what it costs, but most likely they have no idea how much it actually costs. It's like a CM urban legend.