The Pet Shop Boys were certainly theatrical in their heyday, and have now turned to dance, writing the score for a ballet based on the Hans Christian Anderson fairy tale "The Most Incredible Thing." It is the story of a king who will give his daughter's hand in marriage to the one man who can show him the most incredible thing.
They combine traditional ballet with more modern dance. The set design is fascinating, because Hans Christian Anderson dabbled in elaborate paper cut outs, and used them to tell his stories. The set is created to look like a paper city, and the protagonist expresses himself through the art of paper cutting.
The video is below:
It begins with behind-the-scenes interviews and then shows a recording of the entire ballet.
SurLaLune Fairy Tales Blog has an article here.