I throughly enjoyed the second act of Matilda after a strong drink on an empty stomach. It wasn't planned but was sitting behind a restless kid and needed assistance.
Already mentioned:
I went to Hedwig a few time, twice while tipsy. One time was one of Darren Criss' last shows with most people around me also on that level and really lose and into it and involved. I also recently did a Hedwig double header of the movie and a JCM bootleg while stoned and I highly recommend it (no pun intended).
Bonus:
It's not a musical but I always love watching Eurovision while high.