芝居:しばい: play or theatrical performance - usually used by old people only.
劇 :げき： a play. (NOT used about kabuki or noh. - you got to say kabuki or noh if that's what you mean!)
ショー： a Broadway musical, a show
演劇：えんげき： pretty much the same as 劇： but a little more formal? Shakespeare is 演劇、 but a school play or christmas pageant is 劇。 ???