Ah, yes, of course! I know exactly what you're talking about! I've attended one of those midnight showings before, it was such a long time ago, though, and I don't recall where I went...but it was a smashing good time, I remember that. Haha. Funny thing is, I don't even remember what that movie was about!
The Rocky Horror Picture Show. Acting troupes all over the country(world?) air the movie in theatres, while acting out the scenes and shouting out funny responses to things the characters say. You can probably find videos of shows like that on YouTube.