- Life On the Stage: Caine appeared in many musicals in London's West End, the equivalent of Broadway. For example, Caine played the title role of Rocky Horror in London's West End production of The Rocky Horror Picture Show.
- (1990) He acted in Richard O'Brien's musical, "The Rocky Horror Show," at the Piccadilly Theatre in London, England with Adrian Edmondson, Tim McInnerny, Gina Bellman, Mary Maddox, Linda Davidson, Jonathan Adams, Edward Tudor-Poole, and Gordon Kennedy in the cast.
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