I have just read in this morning's Metro a rave review of this National Theatre/Punchdrunk "promenade" Faust , which happens in a blacked-out abandoned warehouse - you follow the action (dress up warm). "Promenade" is hardly accurate - can't think of exciting enough word for what would be.
Have got tickets at once. There are still quite a few available for Nov/Dec but I imagine it might get trickier once word gets around.