芝居 | Play or theatrical performance – usually used by old people only. |
劇 | 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 |
演劇 | Pretty much the same as 劇:but a little more formal? Shakespeare is 演劇、 but a school play or Christmas pageant is 劇. |