A loooooong time ago I dated a guy who managed a theater that did the midnight Rocky Horror thing every Friday night. I went dozens of times. Some people came dressed as their favorite character, and they also had a cast that acted out the scenes during the movie. There are certain responses people shout out during certain scenes, and you can throw stuff like toast and rice. Everyone got up and danced during the "Timewarp."
I got to spray water all over everyone during the scene in the rain, when Brad and Janet break down in their car. I used one of those tanks like exterminators use, only it was filled with water, obviously. Lots of fun!