Improv Everywhere, the same people that brought you the recent "frozen in time" spectacle in Grand Central Terminal in New York City (which was rapidly copy-cat'ed around the world) staged a musical in a crowded food court at a mall in LA. Check out their website for other great past improv coups. Relatedly
An improv group at Columbia University years back did a similar thing, except instead of a mall, they used the obvious settings of Butler library (ahh, Butler how I don't miss the nasty smell of the 4th floor study room and your insanely crowds during midterms and finals) and a lecture.
[youtube=http://youtube.com/watch?v=3SwhzFsuvQc]
[youtube=http://youtube.com/watch?v=-mUyvaPtsJw]