There are many special effects used in the theatre.  These include the use of atmospherics such as dry ice,  fog and haze to create an atmosphere. 

Fog can be chilled to give a similar effect to dry ice but without the dangers.

Haze is much lighter and stays in the air longer.  It is difficult to see in bright light but shows up beams of light when the main lights are turned down.

UV or Black light can also create some spectacular effects that are un worldly, especially with uv active or fluorescent paints.

Pyrotechnics can also be used but as they are explosives should be handled with extreme care.

Other effects can also be employed using specific fabrics. Sharkstooth gauze when lit from the front looks opaque as long as there is no light behind it.  once lights are put on behind the gauze then it becomes partially transparent.  this can be used to good effect to make pictures “come alive” but careful painting of the gauze is needed to ensure that the holes are not filled up with paint.