Plays and operas only truly come to life in performance, and if you use a live performance to assist your research, you must cite it, just as you would a written source. MLA style, 7th edition, gives the format for documenting research sources, including live performances.
The Works Cited list should include the title in italics, the author or composer’s name, the director’s name, the performance venue and city and the date. If your research focuses on the work of a particular performer or the director, put that person’s name at the beginning, last name first. Put the entire Works Cited list in alphabetical order, and use hanging indents, with the second and subsequent lines of each listing indented a half-inch. Here is how an entry for a play would look: Tamburlaine the Great. (Italics) By Christopher Marlowe. Dir. Terry Hands. Swan Theatre, Stratford-on-Avon. Oct. 5, 1992.
When you cite the performance within the paper itself, provide some context for the research, so the readers will understand its relevance. If your focus is on the director or an actor, mention his name in attributing the citation. If you adequately attribute the source in the text, you will not normally need to provide parenthetical citation, because a performance will not have page or line numbers to cite.