Play Dead (Players Theatre, 115 MacDougal, closes July 24). Teller’s wonderfully creepy off-Broadway theatrical spook show has posted its closing notice, so if you haven’t seen it yet, go while you still can. The illusions are spectacular, the humor delicious. Two pieces of advice: (1) If asked to go onstage, say yes. (2) Wait until after the show to eat dinner (TT).