"Break a leg" is a short, simple expression with a long and convoluted origin. Some historians believe that actors are told to "break a leg" because wishing someone a form of bad luck will actually confuse the luck gods, and bring good luck to the actor. According to the QPB Encyclopedia of Word and Phrase Origins, the phrase could simply be related to wishing that the actor gets their "big break." Another possible meaning suggests that "break a leg" is a reference to the bending motion the leg makes when an actor is bowing -- to wish that someone "breaks a leg" is actually a hope that they get many curtain calls. In any event, do not wish an actor "Good Luck." This is bad luck.
One must never, ever say the word "Macbeth" while backstage in a theater, or onstage either. The only time it's acceptable to utter the name of Shakespeare's play is when actually performing it onstage. On all other occasions, the play is referred to as "The Scottish Play." This is because, according to legend, some practitioners of the black arts saw Macbeth, and were none too pleased with the depiction of witches. If you accidentally utter the word "Macbeth" in a theater inappropriately, fear not. There are ways to undo the bad luck, most of which involve some version of excessive swearing and-or spinning around in circles.
In theaters a tall, free-standing light is left on at all hours. This is known as a "ghost light" and is believed to appease the otherworldly presences that inhabit the theater in one of two ways. Either the light is meant to trick the ghost into believing that there are people around, thus keeping the spirits from taking over the space. Or, the light is meant to welcome the ghost onto the stage after hours, where it can engage in harmless ghostly theatrics. More practically, a ghost light keeps the stage lit for the first person to arrive and the last person to leave the theater.
It's considered bad luck to whistle in the theater. This dates back to a time when stagehands were out of work sailors. Apparently this was a natural fit for sailors, because both jobs involved knowledge of ropes. Since sailors communicate using elaborate whistling codes, an actor who whistled backstage was in danger of accidentally setting off a stage command -- which could have dangerous consequences.