Why may not those who go into the temptations of the show become accessible also to evil spirits? We have the case of the woman— the Lord Himself is witness— who went to the theatre, and came back possessed. In the outcasting, accordingly, when the unclean creature was upbraided with having dared to attack a believer, he firmly replied, “And in truth I did it most righteously, for I found her in my domain.” Another case, too, is well known, in which a woman had been hearing a tragedian, and on the very night she saw in her sleep a linen cloth— the actor's name being mentioned at the same time with strong disapproval— and five days after that woman was no more. How many other undoubted proofs we have had in the case of persons who, by keeping company with the devil in the shows, have fallen from the Lord! For no one can serve two masters. What fellowship has light with darkness, life with death?
Source: De Spectaculis (The Shows) (New Advent)