I went to see one of those "live" showings of Rocky Horror for my birthday a couple of years ago. It was the type of show where they play the movie on screen, but people dressed up as the characters act it out along side the film and the audience yells stuff out. Man, it was insaaaaane. This is where we went to see it:
http://www.losbastardos.com/
I'm not sure if by "experience" you mean the same sort of thing as this... but it's definitely an "experience" all right. People were shouting out scripted stuff I'd never even heard of before, hahah. Also it's worth noting that they won't allow you to bring your own props for audience participation - you have to buy the packages there if you want to do that. You might even look online for the audience participation script if you want to have an idea of what's going on.
Hopefully you and your kid aren't easily embarrassed! Whenever we went they picked random people out of the audience beforehand and made them go on stage and try to mimic the sounds of various animals having orgasms. o_o