Shows where the Broadway orchestra is asked in their parts to 'shout out'

I know Seussical and City of Angels are two of them (they shout out something at the exit music), as well as Cry-Baby (they shout out audience instructions, to hilarious effect). Of course, there's Gypsy, where Rose asks the orchestra "You like it?" and they respond with an enthusiastic "YEAH!"

Got any other ideas?

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In the Exit music for Urinetown the Orchestra yells "We're Not Sorry" and in Clue the Musical the piano player actually has lines ;O)

And don't forget Larry in [title of show]

How about in Chicago how Roxie interacts with the conductor?

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I don't know if this counts or if this is even done in every production. But when I saw Cabaret years ago the onstage orchestra for "Willkommen" got up and got into the pit when the number was over.

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Chicago is a very good introduction. The conductor even has a few lines in Chicago.

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In WWRY London the band has lines:

Killer Queen:Who dares plays live music on planet mall
Band: We do Killer Queen
Killer Queen: Who?
Band: Shagileo Jiggolos Band
Killer Queen: NOOOOOOOO! (Or to that extent)

I remeber the exit music of Drowsy Chaperone the orchestra would shout out "Toledo Suprise" on the breaks. Whether or not this is written in the script or they just did it for fun im not sure, it was cute though.

In Drood, the orchestra doesn't exactly talk to the cast, but there are interactions - the Chairman, Philip Bax, the Princess Puffer, etc.

I Love My Wife

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During the playout for West Side Story, the orchestra yells "Mambo!"

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Anyone remember the 2000 revival of THE MUSIC MAN? Susan Stroman used the band in quite an amusing context! The overture is basically a playing of "76 Trombones," and since Paul Woodiel, the violinist, is in a very small string section (just him, one cello, and one bass), he opts to play the melody in slower 3/4 time ("76 Trombones" and "Goodnight My Someone" share the same melody), while the rest of the band rudely interrupt him every four measures with the traditional 6/8 feel, much to his chagrin. His playing becomes more and more florid, but he still gets interrupted. He's had enough by the end, so he devises a more virtuosic cadenza, only to get brought down once again by the rest of the band, this time playing the jazzy countermelody. Woodiel leaves the stage in a huff and walks into the pit. The rest of the band follows him after the overture is over.

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In ANYTHING GOES, Mrs. Harcourt asks what the dog was doing in the pool, and the orchestra yells "THE DOG PADDLE!"