Cabaret at the New Theatre in Sydney is not the glamorised 1972 film version of the Broadway musical. This is a darker, grittier production. For those only familiar with the musical numbers, the story abruptly introducing anti-Semitism and the Nazi rise to power can be a shock. However, in this production there is a sense of menace from the start. The performers of the fictional Kit Kat Klub are both sexy and threatening.
The story is based on two autobiographical novels by Christopher Isherwood and set in Berlin before World War II (the stage version changes the struggling author from British to American, whereas the movie changed him back to British). Isherwood describes arriving in Berlin by train and being befriended by a charming smuggler and drawn into a wild nightlife of Berlin.
Some of the places mentioned explicitly in the books and hinted at in the stage show are still recognisable in post-cold war Berlin. The Friedrichstrasse Station is still a good place to get a cheap meal.
ps: Isherwood gets an oblique reference in the science fiction TV show Torchwood, with one character exclaiming "I am a camera".