I am coming around to the notion that immersive experiences are the Wild West frontier of narrative. Video games have been telling stories since, what, the 1980s? While it seems like immersive theatre dates to the early 2000s, with Punchdrunk's Sleep No More.
I say "seems," because of course there have long been immersive theater experiences. Also in the 1980s I saw a production of The Remembrance of Things Past -- mostly the naughty bits -- in a house on Hillhouse Avenue in New Haven that was due to be torn down. It was promenade theater, meaning you could wander around following one or another actor in one or another plotline. Arguably promenade theatre goes back to the Middle Ages, with Stations of the Cross installations. Arguably Colonial Williamsburg, Old Sturbridge Village and other living history centers are a form of promenade theater.
(I live in Old Montreal, where there are regular ghost tours where actors play ghosts in various alleys; it is also not at all uncommon to see British redcoats marching down the street with musket and bayonet.)
But definitely the current wave came into its own with Sleep No More. And now, escape rooms.
I've been listening to the No Proscenium podcast a lot lately. There are over 450 episodes -- I hadn't known there were that many immersive events to podcast about! There's a fascinating episode about Neotropolis, which is a descendant of Burning Man, but cyberpunk, and with a plot.
Various folk have been trying to sell us LLM's (large language models, a form of AI) by saying, "What if you could talk to NPC's, you know, really talk, about anything." Never mind that no one has made an LLM worth listening to; everything is just a prototype and the real deal is right around the corner.
But in many immersive situations, you really can talk to the NPCs, or the other player characters. They're human beings and they have a character and a backstory, and they can react to you accordingly.
That, I think, is a great development. Open-ended dialogue is not something video games are good at. AIs are a very long way from being about to tell a coherent story, let alone a good one. But check out No Proscenium -- there may be immersive events in your neck of the woods.