...some trace of her, NT Cottesloe, London<br/>The Wizard of Oz, Royal Festival Hall, London<br/>Her Naked Skin, NT Olivier, London<br/>Under the Blue Sky, Duke of York's Theatre, London

The director Katie Mitchell makes conservative theatregoers fume. They think she messes with the classics, autocratically imposing her trademarks. Complaints will be lodged that ... some trace of her – Mitchell's short experimental adaptation of Dostoevsky's The Idiot – contains scant vestiges of his epic novel about a good soul, Myshkin, entangled in a murderous love triangle. In this multimedia staging, his text is pared to fragments and blended with poems by Emily Dickinson.

What's enthralling is the phenomenally complex technical game played by Mitchell's team, including Ben Whishaw as Myshkin and Hattie Morahan as the unhinged beauty Nastasya. ... some trace of her pushes to the boundary between theatre and full-on film-making. You're watching an art house movie being simultaneously shot, edited and projected on to the Cottesloe's back wall. It's playful and hauntingly beautiful, in silvery monochrome.

Underneath the big screen, the stage resembles a tenebrous recording studio: all snaking black cables, lamps and video cameras. The actors slip in and out of period costumes: a crinoline here, a tailcoat there, one starched cuff for a close-up. They speak passages of dialogue at separate tables while aloft – in the film version – crosscuts make them look intimate. Their thoughts are sometimes spoken by different performers, like shadowy alter egos.

They are all doubling as techies: operating the cameras, dressing every mise en scène, and supplying the sound and special effects – scrunching on gravel or spraying rain on Whishaw's grief-stricken face using an everyday plastic atomiser.

It is bewitching to see what dreamy images, menacing tension and mournful loneliness can be conjured up with such DIY bits and bobs plus cinematic devices. When Myshkin feels an epileptic seizure coming on, Whishaw simply kneels on a desk with someone billowing his white shirt and – filmed from a low angle – he appears to be expressionistically flying over a pitch-black void.

For sure, there are some rough edges. On press night, one protagonist briefly seemed to be conferring with a grey squirrel – a fluff by the boom operator, drifting into shot. I'm also not convinced the stage/screen games clearly bring out Dostoevsky's concerns about truthfulness. Crucially though, no other Brit is making multimedia theatre with Mitchell's world-class sophistication, except Complicite's Simon McBurney. Outstanding work in progress.

The Wizard of Oz brings you back to earth with a crash. Jude Kelly's staging of this popular musical is completely unmagical. Superficially, her set-up echoes Mitchell's – live actors below, big screen above – yet the strata are barely integrated and the cartoony computer graphics are drab. When the Emerald City is first glimpsed, someone has surely just scrawled a car park and two tower blocks in felt-tip. Dorothy's ecstatic cry, "It's so beautiful!" draws a snort of derision from the audience.

Sian Brooke is quite sweet as Dorothy, bobbing along in Judy Garland's cast-offs, and Gary Wilmot has adorable bounce as the Cowardly Lion. But Julie Legrand's screeching Wicked Witch of the West is hideously overamplified, and dancer Adam Cooper is hardly stretched as the Tin Man, doing a spot of tap and spinning the odd stiff limb.

Ah well, at least Dorothy, in her ruby slippers, learns she can challenge the powers that be. Meanwhile, Rebecca Lenkiewicz's new play, Her Naked Skin, focuses on Edwardian suffragettes. Actually, this drama moves from political to personal struggles, as Lesley Manville's crisp aristocratic Lady Cain, jailed for militant window-smashing, starts an affair with a young working-class comrade, Jemima Rooper's Eve – ultimately damaging her.

Lenkiewicz's short scenes with multiple locations, from the House of Commons to Epping Forest, might be more apt for a screenplay. Using sliding sets and a revolve, with gigantic grilles for Holloway Prison, Howard Davies's production is slightly slow-moving. However, this play has witty backchat, especially from Susan Engel as an old trooper. There's a shocking scene of force-feeding, and fierce martial rows with Adrian Rawlins as Manville's emotionally bruised husband. Reassessing the fallout caused by feminism is currently all the rage and Her Naked Skin is, at its close, a bleak variation on Ibsen's A Doll's House.

Finally, David Eldridge's Under the Blue Sky is a mini La Ronde, except his linked couples are modern teachers getting into desperate stews about whether to become lovers. Structurally, this is simplistic, really just three vignettes, and Eldridge can be cloyingly sentimental. Francesca Annis doesn't resist milking her slushiest speeches. Nonetheless, Anna Mackmin's West End production also has startlingly touching, chilling and lovely comic moments, with Catherine Tate as a sluttish dominatrix, Dominic Rowan as the worm that turns, Chris O'Dowd as a casually thoughtless cad, and Nigel Lindsay as a rock-solid nice guy.

'... some trace of her' (020-7452 3000) to 14 Aug; 'Her Naked Skin' (020-7452 3000) to to 24 Sep; 'The Wizard of Oz' (08703 800400) to 31 Aug;'Under the Blue Sky' (0870 040 0046) to 20 Sep