Last night, like a virgin, I was touched by Secret Cinema for the very first time. Now I'm left with this feeling inside, it's a little bit funny, like a Parisian cocktail of allure, camaraderie and perhaps one too many over-priced French beers.

Following recent hits with Back to the Future and Star Wars, the immersive theatre-cinema-hybrid specialists are back. This time the setting is Montmarte, a village on a hill near Paris, and Baz Luhrmann's 2001 classic Moulin Rouge! - a tale of love, artistic expression, truth and freedom set amidst a bohemian revolution.

The seedy surrounds of saucy cabaret club Moulin Rouge are transported to a secret location in east London where hawkers hustle and prostitutes pedal, all for the delight and entertainment of the gathered aristocracy. It's typical promenade theatre fare, but unlike some other immersive theatre events, audience members are not mere spectators walking around a set, but very much a part of the story. It's Punchdrunk on Absinthe.

Prior to arrival, guests are assigned a character with a unique name, occupation, motivations and dress code. My companion and I are a pair of fashion designers whose sole aim is to get the beautiful temptress Jane Avril to model our designs. But as creatures of the underworld we're given just 20 francs and our prime mission soon becomes to earn more money - at any cost. We begin by playing cards with a gang of hustlers and promptly triple our money. Before we know it we're racketeers charging people to get into a bar and holding a strip show for a gang of dukes - we amass a small fortune within the hour.

Our activities catch the eye of the star of the show, Satine - played in the movie by Nicole Kidman but here portrayed brilliantly by Kara Lily Hayworth - although Harold Zidler (an uncanny likeness of Jim Broadbent) does not seem impressed by our rise from the lowly ranks of the gutter. The night progresses and the streets fill with the sound of song and laughter and the smell of freshly prepared raclette. Champagne flutes clink, jesters jive, semi-nude portrait sessions carry-on in the shadows and Toulouse-Lautrec sings somber ballads at the piano.

Then comes the raison d'etre. In spectacular fashion, with the blur of lights and pounding of a sound system unlikely to have existed in the early 1900s, the crowd are led into a space that until now had seemingly not existed. Zidler introduces the familiar shiny headed conductor and the film begins. The performers who stalked the streets of Montmarte now form the company of dancers who shimmy and cancan through the movie's best-loved moments, from "Diamonds Are a Girl's Best Friend" to "The Show Must Go On". It's not one for people who prefer their theatre or cinema disruption free, there's booze flowing and sing-a-long-aplenty (although all phones must stay zipped up in a plastic bag provided on entry).

As Satine takes her final breath the scores of people packed into the hall erupt in unison, once divided by class now united by love. As I leave through the jaws of the Montmarte arch, I can't help thinking that there's seldom other opportunities in London like this that allow you to completely escape the veritable shitstorm we find ourselves in post-Brexit and -Trump. I've previously been put off by the price, but for £49 you'll be hard-pressed to have as much fun elsewhere in London. It seems the greatest thing you'll learn today is that this is not to be missed.

Secret Cinema: Moulin Rouge! runs at a secret location until 30 April.