500 Clown owes less to Bozo than to Chris Burden, the artist who had himself shot–with a gun, for a piece called Shoot–in 1971. The troupe puts risk first–even ahead of its audience, which often gets thrown into situations of, shall we say, physical uncertainty. Not that there’s any shooting in this holiday show directed by Leslie Buxbaum Danzig. But Molly Brennan, Adrian Danzig, and Chad Southard may climb on you, take your stuff, blind you with klieg lights, and swing planks over your head. They also sing great songs by John Fournier, evoking the rueful underside of Christmas or distilling its lessons down to crass but accurate axioms like “Don’t Be Such an Asshole.” Burden would be impressed. Through 1/7: Thu-Sat 7:30 PM, Sun 3 PM, Storefront Theater, Gallery 37 Center for the Arts, 66 E. Randolph, 312-742-8497, $10-$15.