It's a streetmosphere type show that that ran for about 10 years from 1992, and then they stopped doing it. They now seem to have brought it back on dates when the park is very busy. There was an article about it here on dlrpmagic, when the show was first re-introduced last December.
They were doing this last week when we were there (can't remember which day it was - Monday, Tuesday or Wednesday). I've got a feeling it listed in the programme of events though. And before you ask me what it said - don't - I already threw it away.