Halloween is all about escaping into fantasy — but why stop at your costume? Urban explorers have been raving about the immersive theater experience at the address-free Palace Theater. If you’re lucky enough to snag a ticket and learn the secret location, the theater company’s Spookeasy party sounds like a great place to meet fortune tellers and long-gone gangsters and molls while dancing the night away to — what else? — a skeleton band. Nothing to wear? Contact the theater to arrange a costume rental.