Not Broadway but, I know for me whenever I'm in a show my castmates and I will mention things like how big of an audience it is or how connected the audience is with our show. I was once in a production of You're a Good Man Charlie Brown and naturally a lot of younger kids came to the show. One of the nights during intermission, one of the musicians in the pit came over and told us she heard one of the kids make a cute comment about Linus's blanket.
Also somewhat related, In that same show, the cast was double cast and whenever my cast wasnt on, we would basically sit in the audience watching the other cast perform. During that time we would be able to hear all the different comments and things people would say and do, which was pretty neat and have stories to tell each other backstage. We would hear them talk about different cast memebers and know what they liked and what they didn't which in a way made our performance better as well, because we knew what worked with them. I use paying attention to the audience in eveyr show as a way to make my performance better because, after all, them liking it is what matters most.
Remember when drama was only on the stage?