One of my favorite burlesque shows of all times was Sealboy and the Blondes at the Slipper Room in 2008, featuring Mat Fraser and Julie Atlas Muz. I was in a dark place and it brought me to the light. And it ended with this cream pie fight:
Night before last they took this show to Fire Island--read all about it!
Nardicio Presents Sealboy & the Blondes at the Palace, Burlesque for a Full Moon Night