Yep, I went to one. This was like a murder mystery dinner/evening party. It was kind of goofy, not your serious sort. So, basically it went like this:
1) Actors mingled with guests as they arrived and found tables to sit at. They were pretty outlandish, dropping hints about themselves and stories about their pasts, etc. One guy hit on the ladies and did card tricks.
2) Someone started screaming, someone fell down dead. One dude jumped up and said he was an undercover cop and he was now conducting an investigation and nobody could leave until he'd talked to everyone and gotten the info he wanted (or whatever).
3) The first course came out and the cop started "interrogating" guests. He had obviously been given some info on a bunch of us, because it was personal and quite funny.
4) As the first course wrapped up, something else happened... someone else was found dead, or something was missing, whatever.
5) Courses and events sort of alternated as the story played out. In one corner of the room was a "crime scene" and we were invited to look at it, take notes on the proceedings, etc.
6) Toward the end of the evening, everyone had to write out their "solution" to the murder and hand it in. We ate dessert while the main dude went over the papers and picked out the people who had solved the mystery.
7) There was a concluding scene where he read the solution from the winning paper and the murderer was pinpointed and led away.
Ours was more silly than anything - it was my husband's company christmas party and everyone was drunk. I was actually the only one paying attention, so I won.