The woman, Sarai Medouin, was clearly panicked. Observed from our seat in the racetrack’s stands, she paced back and forth as she talked into her cellphone, trying desperately, as we soon learned, to locate Talisman, a prized racehorse that had mysteriously gone missing the night before.

In the classic gumshoe tradition, Sarai was a leggy brunette with a case that needed solving.

She was also an actor playing a part, one of several whose paths we’d cross over the course of a two-day immersive theater experience in the Bay Area called The Headlands Gamble. As “detectives” employed by an agency referred to only as The Firm, my boyfriend and I had signed on to help “investigate” a crime, but at the start of the weekend we really had no idea where we would be going or what we would be doing—only that it would involve a caper that would take us around Marin County, San Francisco’s quirky neighbor to the north.

With a $2,450 price tag, this would not be an ordinary weekend away—an entire production, including actors and support staff, would create a fantasy world around us in the real world (think David Fincher’s The Game, with less danger and more wine). As the marquee debut from First Person Travel, a startup-style agency founded by creators Satya Bhabha and Gabe Smedresman, the experience blends game design with a longform interactive storyline.

Combining immersive theatre with a travel experience "puts the traveler in an emotional and a mental space that is very different from either a game or puzzle headspace, or an 'I'm going to see a play' headspace," said Bhabha, a playwright and actor who starred in Midnight’s Children and Fox’s New Girl.

Achieving that goal entails what Bhabha called “ludicrously complicated and challenging” logistics, including a stage manager who runs the show from off site in San Francisco, a field operations agent who travels ahead of participants to set up scenes, actors, and custom technology that guides you throughout the experience.

“We don’t normally have the luxury of turning off the part of your mind that’s focused on logistics and planning,” said Smedresman, a coder and game designer. “But if you can, you feel supported enough to just wholly dive into a world we’ve created.”

Fair warning: mild spoilers ahead.

Meeting Sarai at the racetrack was our first task that Saturday morning, as directed by an iPad that would act as our lodestar throughout the weekend. It would also serve as a map and directory, listing the relevant players—all of them potential suspects in Talisman’s disappearance—as well as the means to document evidence and send and receive messages, video calls, and even surveillance footage from different locations. Throughout the weekend, the app would update based on our whereabouts and what we needed to do, using location-based triggers to send us prompts, such as "Follow Vance's car" or "Meet Dustin at the stable in 20 minutes," that magically appeared on cue (albeit with one or two minor hiccups).

Talisman, we learned, was a preternaturally talented horse who’d attracted the attention of a deep-pocketed mystery buyer. An uneasy relationship with a sheik back in Dubai made brokering the deal—and staying on American soil—Sarai's top priority, but others could have just as strong a motive to stand in its way. It was up to us, she stressed, to find Talisman before it was too late.