(Photo by Dana Ross)
I don't think these happen too often any more, but I remember hearing about a thing called a progressive dinner--you go to one house for the first course (salad, perhaps), another for the main course, and another for dessert. I actually participated in one a couple of decades ago, but as far as I can tell the concept has faded.
But now we have what might be described as a "progressive" opera, in the sense that it requires that the audience travel to different locations for different scenes. The opera is called Hopscotch. It premiered in Los Angeles, and more details about the opera and how it worked can be found here.