Excusez Moi (or was it
X-Cusez Moi?) was one. Anyone recall this? It was an original show (all-black cast) with a plot that, to the best of my memory, went like this: One night a year in New Orleans, the dead come back to party with the living; ghosts become flesh and blood again for the purpose of making love. Enter a young man of the living who falls for a woman (who is a ghost, unbeknownst to him); hilarious hijinks ensue.
It ran Off-Broadway at Sweetwater (300-seater cabaret) back in '88, and then later (I wanna say 1992-94 period) it played the Nile on West 44th, Cafe 44, and the Lonestar Road House. The score was something else... technically you could call it a jukebox musical, but I don't think a jukebox has had these songs in a long time. There were some really raw down-and-dirty blues tunes (Bessie Smith material for example), and then on the other hand there were some bluesy adaptations of grand Italian opera (I swear I heard some Puccini snatches).
Anyway, yes, to answer the OP, it was set in New Orleans, and a hell of a show.
"There is no problem so big that it cannot be run away from."
~ Charles M. Schulz