^Yeah, I remember that one. Part of me feels like there's an episode with the whole gang in the theater, despertely trying to stay awake during the show because its important to one of them. But I could also be imaginging it/mixing it up with another sitcom. But I feel like in eight seasons, there HAS to have been an episode where they go to a Broadway show, or see a play or something of that nature...
Nope, they've never been to a play where one of them isn't in it (the aforementioned Lily/Barney ep).
It's such a common sit-com trope that I'm sure you're remembering Seinfeld or Friends or some other show doing it.