In an age when comics are doing shows with theatrical content or presented with a degree of technological sophistication, and they appear on stage expensively coiffed and suited, it's refreshing to spend an evening in Sarah Millican's company, whose show at times feels like we're having a chat over the garden wall. It's also pleasing that someone who just a few years ago was a jobbing club comic is now enjoying the sort of success her talent so richly deserves.

If you didn't know Frederico García Lorca's Yerma before this show, you probably wouldn't be any better informed after watching Natalie Abrahami's engaging but flawed production. In “a new version by Anthony Weigh”, as it says on the programme cover, a backstory of the childless couple Yerma and Juan is interpolated in the Spanish playwright's 1934 "Tragic Poem in Three Acts and Six Scenes” and its chorus has been excised in a much-reduced cast.

Risks are everywhere. Crossing the road, cycling, not handling food properly, leaving a car boot unlocked, grain pits, night-time darkness – they all bring risks. Thankfully, government agency The Central Office of Information helped make us aware of the hazards. This two-DVD set – the sixth in the BFI’s collection of COI films – is mind-boggling company. Dealing with the multifarious risks seen here would leave no time to get into danger. You’d have to live in a bubble.

There's nothing like winning a gong to rock your world. Last August, Russell Kane won the prestigious Edinburgh Comedy Award for his Fringe show and his level of celebrity skyrocketed. But within a few months his marriage broke down - and the resulting introspection provided the starting point for a very fine show, Manscaping, which I saw at the Palace Theatre in Westcliff-on-Sea.

“Molly had a red shirt/ Susie, she ripped her shirt off completely/ Danny poured the beer all over Sally/ We all ran around the back yard/ It was crazy clown time/ It was real fun”. The voice is strangled, high. A treated guitar phases in and out, puncturing moaning sounds. A simple beat thuds. David Lynch’s fun might not be yours or mine, but his new album packs a punch. Crazy Clown Time is nightmarish. Seductive, too.

There’s no doubt that In the Realm of the Senses shocked and still shocks, but after watching this first-ever uncut UK release, it’s hard to figure out what shocks most: the sex, the equation of sex, obsession and death, that all this takes place in a sealed environment ruled by ritual, or whether it’s the revelation that Japanese society could produce a film so opposite to its perceived or received persona. It could also be the fact that it's based on a true story.

Sharon Gless is best known for her role as Detective Christine Cagney in Cagney & Lacey, and then to another generation in the American version of Queer as Folk and currently in the drama Burn Notice. Gless's sexy voice and feisty demeanour in several of her roles has prompted many a fantasy over the years – for men and women, gay and straight - so it's apt that the actress, now a very fit-looking 68 and still in possession of a throaty laugh, is playing a woman who discovers her sexuality in her late sixties.

Although Norwegian, Ane Brun’s biggest impact has been in Sweden, where she lives. Since her last studio album, she’s toured and recorded with Peter Gabriel. Her new album again finds her diving off the expected path, throwing herself forcefully onto new musical ground.

I hadn't thought this one through very well. As someone who was put off horror films by a window crashing onto a hand in one of the Amityville movies at least two decades ago, watching Time Shift: Dear Censor last night, which promised to show some of cinema's most notorious scenes, was probably unwise. Happily, standards of gore, violence and sex have dropped so fast in the past 20 years that what was censorable in 1991 is PG now.

Saul Rubinek is an established actor in American television programmes such as LA Law and Frasier, where he played Daphne's fiancé Donny. Now the Canadian has turned his hand to playwriting and the result – Terrible Advice – receives its world premiere at the Menier Chocolate Factory in London.