Has the immersive theater bubble popped? Sleep No More, the elaborate theatrical experience mashing up Macbeth and film noir over five meticulously curated floors of a warehouse in New York’s West Chelsea neighborhood, closed in January after 14 years. And a follow-up from the same company called Life and Trust, a frustrating Great Crash-era riff on Faust set in a subterranean space in an old Wall Street building, abruptly shuttered this month after an eight-month run.

Now there’s a new choose-your-own-adventure experience for fans of the genre, the creation of an all-female theater company called Artemis Is Burning made up of many Sleep No More alums. The Death of Rasputin adds some enticing new elements to a familiar approach: scenes with actual dialogue from a versatile cast of 10 who depict noteworthy historical characters on the eve of the 1917 Bolshevik Revolution. The setting is a series of locales in and around Moscow that have been set up over two floors of the Governors Island Arts Center — where theatergoers can wander from room to room to explore the elaborate set designs or follow members of the cast as they maneuver through the venue to get to their next scene.

For instance, you can watch as the former peasant Gregori Rasputin (Jake Ryan Lozano) asserts his svengali-like influence in the palace of Tzar Nicholas (Audrey Tchoukoua) and his wife, Katarina (Zina Zinchenko). You can observe Katarina as she quietly entertains an aristocratic ex named Felix (Adam Griffith) on the sly. Or you can also follow Felix, an imperial general (John William Watkins), and a Russian Orthodox cleric (Tim Creavin) as they scheme against the low-born Rasputin to retain their own power and influence. Alternatively, you can tail a pair of disaffected Russians (Cashton Reklau and Ginger Kearns) as they attempt to overthrow Nicholas and the Romanov monarchy altogether.

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Audrey Tchoukoua and John William Watkins in ‘The Death of Rasputin’ on Governors Island. (Photo: Maria Baranova)

The scenes offer a snippet of historical and character exposition as well as some willful anachronisms (“Are you fucking kidding me?”) and fourth wall-breaking asides. (The show’s credited creators include co-directors Ashley Brett Chipman and Hope Youngblood; co-writer Julia Sharpe; and producer Kelly Bartnik.) As in Sleep No More, there’s also a great deal of pantomime and athletic choreography by the youthful and limber cast. I saw Zinchenko’s Katarina sprawl herself on a love seat and then writhe suggestively against a dress form that has been outfitted with a man’s coat (whether her husband’s or some other lover’s is not clear), then engage in a sensual pas de deux with a masked figure on and around a bed while her husband looked on in a dazed state. The acting tends to be broad, with dialogue delivered in accents that can be hard to place geographically even when they manage to be consistent, and typically at high volume — which can have an added benefit of helping you identify your potential next scene since voices bleed easily into other rooms. (The walls of the second floor do not go all the way up to the vaulted ceiling.)

Some logistical details worth noting: Theatergoers are encouraged to dress in black and wear comfortable shoes to better follow performers as they scurry between rooms. (There is an elevator between floors, and some seating in most rooms should you need it — though you may also be scooched away by an actor needing to occupy that space.) Evening performances begin at 8 p.m., which means you need to catch the 7:15 p.m. ferry from the Battery Maritime Building at the southern tip of Manhattan for a 10-minute ride to Governors Island, with the arts center just to your right as you exit the dock. After the show, you can collect checked bags or coats to the right of the bar (not in the lobby area where you deposited them) and then catch either the 10 p.m. or 10:30 p.m. ferry back to Manhattan. (There’s also a Sunday matinee in case you want to explore the island’s other attractions.) The bar serves beer, wine, and themed cocktails like a White Russian (of course) — and there are post-show pierogis for sale if you need to carb load after all those steps.

Is The Death of Rasputin worth the trip all the way to Governors Island? Fans of Sleep No More will appreciate the level of detail, including letters hidden behind paintings and drawers loaded with props and costume changes, as well as the logistical achievement. And the size of the cast as well as the performance space itself makes the show considerably more manageable than a lot of previous immersive epics; the running time of under 90 minutes also limits the number of scenes (and characters) you’re able to see. Perhaps as a result, you won’t learn very much about the last days of the Romanovs or the legacy of Rasputin. I wish the Artemis team had pushed the script further, to flesh out both the historical figures and the tumultuous time in which they lived. Or, since FOMO is an unfortunate side effect of immersive theater, I might have just missed the scenes that offered the most dramatic and historical depth. Perhaps I opened the matryoshka doll that happened to be empty inside. ★★☆☆☆

THE DEATH OF RASPUTIN
The Arts Center at Governors Island, Off Off Broadway
Running time: 80 minutes (not counting ferry travel time and orientation/socializing)
Tickets on sale through May 31 for $148 ($44 for students)