Sophie & Stateless, Linbury Studio Theatre, Royal Opera House, London

Integration is now the state of play at the Royal Opera House, so when you go to an event at, say, the Linbury Studio Theatre, the chances are that it will be connected to activity on the main stage. The zanily named ROH2 department has been formed to drive this new thinking, and the choreographer Cathy Marston is the first of several associate artists to be appointed. Marston's commissioned double bill, Sophie and Stateless, ties in with Nicholas Maw's opera Sophie's Choice, based on the novel by William Styron, which premiered last month.

On a personal level, the project allows Marston to explore further her interest in literature, and it shows her developing her skills so that everything is profoundly considered and meaningful. Moreover, although she may have produced chamber pieces appropriate to the Linbury's modest specifications, they have the most refined and satisfying presentation you are ever likely to see.

Sophie shimmers and shifts with Terry Braun's virtuoso film projections, mixing the live figures of Antonia Franceschi and Karl Sullivan with their virtual replicas. It means that there may be several Sophies on stage, earlier versions who interact with Franceschi's real Sophie and play games of scale by shrinking and expanding. At other times, film footage tells a harrowing past story, climaxing in Sophie's relationship with the concentration-camp commandant. Combined with Jules Maxwell's atmospheric score, it results in absorbing, total theatre, the components reverberating off one another while meshing perfectly. It conveys with great delicacy and immediacy the novel's sadness, and the notion of Sophie's past – or imaginary past – invading and interfering with the present.

Franceschi and Sullivan, invited freelancers, are excellent, but because of the importance of the film imagery, the dance has less prominence. Dance reclaims its place in the second piece, inspired by the same novel and sometimes looking like material edited out of the first. Stateless, therefore, emphasises pattern and steps, with six Royal Ballet dancers forming couples who pick up threads of movement from each other or gel into brief unison. They seem like replications of the same couple, like Rachmaninov's accompanying 21 variations on a theme of Chopin. Or, like Jon Bausor's square pieces of foliage that have peeled off the floor and floated up into the distance, as if they were present events turning into memories.

The choreography rushes and rolls, balancing on the edge of equilibrium; the spectacular lifts, with splayed limbs, are frozen moments of frenzy. The emotional subtext is evident. We may be inside Sophie's mind, the only territory known to this stateless person. But it is a man, Edward Watson, who closes the piece with a beautiful, textured solo.

It is a fitting end to a consummate programme, which received only two performances and deserves a future series of repeats.