if you look in the Artscroll notes on Talmud Avodah Zorah it gives reasons (from well known commentators) that it is praiseworthy to not go to circuses and theaters—
i can’t remember what it said exactly, but it was something along these lines.
‘you may think that seeing comedy and drama ect, is stimulating, and makes you clever, but the verse in Tehillim and the Talmud say the opposite, these things undermine true wisdom, and waste time from Torah Study’.