Not sure about on stage but there's a few film depictions related to the Milgram experiment - http://en.wikipedia.org/wiki/Milgram_experiment#Media_depict...

And looks to be a stage play based on Zimbardo's Stanford Prison Experiment - http://en.wikipedia.org/wiki/Stanford_prison_experiment#In_p...

http://entertainment.ie/theatre/feature/ABSOLUT-Fringe-2012-...

There is also a German movie (and an American direct-to-video remake) inspired by the Stanford Prison Experiment:

http://en.wikipedia.org/wiki/Das_Experiment

http://en.wikipedia.org/wiki/The_Experiment_%282010_film%29

Very interesting detail: The German movie escalates the violence far beyond what happend in the real experiment (to the point that the "guards" capture some of the scientists and several people are killed), and Philip Zimbardo got a court order prohibiting the advertising of the film as "based on a true story".

Having been familiar with the Zimbardo experiment I went and saw the American version in the theater. It was really over the top, but an interesting watch. It shared little reality with the real experiment of course.

The Experiment (http://www.imdb.com/title/tt0997152/) is a fictional version of the Zimbardo study with Adrien Brody and Forest Whitaker.