If your ancestors once tread the boards for a living then the Theatre Database (www.theatredatabase.com) may be of use, charting performances and performers from ancient times to the 20th century. The Stage magazine (www.thestage.co.uk) has an online subscription based archive covering 125 years of theatrical history, with a 24 hour pass costing £5, whilst Footlight Notes (http://footlightnotes.tripod.com) is an online magazine specifically covering performance history. The East London Theatre Archive is another impressive database available at www.elta-project.org.
Alternatively, your ancestors may have been travelling performers. The University of Sheffield’s National Fairground Archive (www.nfa.dept.shef.ac.uk) includes a history of fairgrounds, articles, galleries, and a guide to using the Sheffield based archive itself, whilst the Circus Historical Society site (www.circushistory.org) includes many genealogical resources, such as route books, censuses and directories. The UK Fairground Ancestors site (www.members.shaw.ca/pauline777/TravellersUK.html) includes biographies of some of the more prominent fairground families.
On the musical front, the Arts and Humanities Research Council has a database of musical concert programmes in the UK and Ireland at www.concertprogrammes.org.uk.