You never know what to expect in the Theatre Upstairs these days: regulation issue Walmart jackets to be worn for the new Caryl Churchill; plastic stools and football jerseys in an Oxford Street sports shop; and now black gauze, low lighting and another seating rearrangement for the spooky new Anthony Neilson play, Relocated.

Using film noir lighting, a soundtrack of sobs and whispers, actors switching identities, and a horror moment of dripping blood, Neilson has created a sinister eighty minutes that prey on our fears and fascination with missing children, incarceration, guilt by association with pornography, the mystery of the secret life.

Neilson writes his plays in rehearsal with his actors, whom he also directs. He must have incorporated reactions to the recent unbelievable house of horrors in Austria. But we also think of an endless catalogue of abuse stories while watching the grim sequence of misunderstandings and menace.

Margery (Jan Pearson) is cleaning her apartment in crepuscular darkness with the radio news on (something about Ireland). The bell rings. A man (Stuart McQuarrie) standing outside in the rain wants to know who she was having sex with in these photographs. He tells her it’s time to move on. In the next scene, she is looking out the windows at a school playground. The children are playing. It is four in the morning. She screams.

A posh neighbour Kerry (Nicola Walker) arrives with a sponge cake to comfort her. A twelve-year-old girl, Molly, has been murdered. Or is missing. With no warning, Margery and Kerry exchange characters. The school caretaker (Phil McKee) may also be a German pornographer, but so might the man in the first scene. That man is living with Connie (Frances Grey) but so is the caretaker. Molly (Katie Novak) is spied like a flash in the corner, naked, another scream, this time silent.

The theatre presses in around us. The design of Miriam Buether, the sound of Nick Powell and the lighting of Chahine Yavroyan allow no mercy. Neilson understands that theatre makes voyeurs of us all. Some of his plays exploit this truth to a frightening degree. Here, the understatement and the brilliant acting make us feel all the more uncomfortable. There is no moral compass. You are on your own.

- Michael Coveney