Anthony Neilson is one of our most provocative playwrights. In the 1990s, his in-yer-face theatre tackled anal sex, group torture and mental breakdown.

In 2002’s Stitching, a young woman sews up her vagina. But there is always an undercurrent of melancholy, of unrequited love, to his work. And now Headlong (the theatre company founded by Rupert Goold) has revived Neilson’s lesser-known 2002 play, Edward Gant’s Amazing Feats of Loneliness — inspired by Victorian travelling freak shows. Soho’s minimalist stage has been transformed into a pop-up theatre with exquisite backdrops.

It’s 1881 and actor manager Gant (Simon King) — a survivor of The Charge of the Light Brigade and probable opium addict — has assembled a “midget opera company”. Acts include Sanzonetta, whose terrible acne turns out to be pearls growing on her face, and Ranjeev the mystic who can trepan your skull to make you forget about doomed love.

Neilson, who wrote it to cheer himself up after an episode of being “extremely depressed and drug-addled”, has compared the piece to Blackadder and Monty Python. It’s funny and scatalogical — with cameos from dancing pimples and giant rabbits.

For once we don’t leave feeling emotionally violated. But there is a real undercurrent of sadness. We’re reminded of the loneliness of the travelling performer, how theatre is based on artifice. All four actors are haunted by “Phantom the Dry” — the fear of corpsing on stage. Gant, so camp and witty, at the outset turns out to be just as much an exhibit as his freak show.

But the final, shocking reversal is offset by the triumphant performances of Headlong’s four-strong cast. A show about the power of the imagination — it laughs in the teeth of death.
Until 11 April. Information: 0870 4296883