Go and see these people - they are awfully good. Adam Meggido and Anderw Pugsley from Showstopper, Alex Bartram - regular of the Improvathon - plus Chris Ash (also Showstopper) making unsettling sounds. Here's the description: 

"From the creators of the Olivier Award-winning Showstopper! The Improvised Musical, a fresh new take on improvised theatre.

Sometimes funny, sometimes creepy, The Society of Strange spins tales of the macabre and uncanny out of audience suggestions. If you thought improv was only comedy, think again and prepare to be spooked. Inspired by writers such as Neil Gaiman, MR James, Mary Shelley, HP Lovecraft, Stephen King and the ‘weird tales’ movement of the 1920s – 30s."

http://londonlovecraft.com/whats-on/the-society-of-strange/