Question: What happens if I bought tickets to a show that closes?
This happened to me once. My parents took my brother and me to New York to see a couple of Broadway shows as our Christmas present. We had tickets to some show (I can't even remember the name now.), but when we got to the theater it was locked up tight.
Answer: Hopefully you will be more fortunate and find out that the show is closed ahead of time. If you have bought the tickets from a reputable ticket broker such as Telecharge or at the theater's box office, they will issue you a refund for the tickets. In fact, Telecharge will attempt to contact you if they do become aware of a change in the performance schedule.
In our case, there were signs on the door with an address to contact to send the tickets back for a refund. My mother copied down the information and sent them back to receive her refund. (And we went around the corner and managed to get tickets to The Secret Garden for that afternoon, which is what I had wanted to see in the first place.)