the best kind
Seriously, though, a captive audience is exactly that: one that can not leave. This tends to be a bad thing, since people usually value their free will, but it is the origin of the idea that a performer or performance can be captivating, i.e. make people not want to leave.

Captive audiences are often found in:

the lairs of evil super-villains
children's piano recitals
and other nefarious locales...

Besides being a Vogon poet's wet dream (and an often realized one at that) a captive audience is any group of people forced to witness a presentation of any kind, for lack of a reasonable alternative. Examples that you've probably run into usually feature advertisements - including ads on movie screens, in public restrooms or on public transportation. Perhaps you were also subjected to Channel One in school, although it may fairly be said that students are always a captive audience, whether or not they're plugged in front of a TV screen.

Although the phrase "captive audience" is usually applied to ubiquitous advertising, this might be its most benign use. If you have money, they want to tell you how to spend it. If you don't have any money, and you never have any money, they want to get in your mind some other way. And so the bottom rungs of societies are rounded up in captive audiences from time to time, just to make sure their behavior falls within the bounds of the acceptable.

A prisoner of war or political prisoner taken to a communist reeducation camp is a member of a captive audience. So is a prisoner or detox patient forced to go through a 12 step program. And so is an employee (almost always a menial laborer presumed to be "unsophisticated") who is forced by her boss to watch a crude anti-union video.

Of course, the prisoners at Folsom Prison and San Quentin when Johnny Cash performed there in the sixties were also quite captive. In those cases though, no one seemed to mind (although the purpose was clearly to pacify the prison population).

I will leave the question of whether use of a captive audience is moral to those qualified to pass moral judgement. Instead I'll ask, is it effective? And, since there's no one right here to answer my question, I'll reply that it all depends on how it is used. To wit, using my previous examples, I don't think a "graduate" of reeducation becomes a communist, even if they pretend to be one - certainly this is the case with the three "graduates" I've known. I've also known many, many drug addicts forced into AA. Almost all of them are still addicts, and even recovery professionals admit to a 90% failure rate. (They just don't think doing better is possible.) And I've known quite a few workers subjected to employer anti-union propaganda. Most of them decided a union would be a good idea, even if they didn't think so before.

With Cash, though, the result was probably a lot more acceptable to prison officials. While I don't know what happened at Folsom or San Quentin in the weeks following his performances, I'll point to (what I believe is) a similar story. As we all know, when Martin Luther King Jr. was assassinated in 1968, every major urban black community in the United States reacted with some degree of violence. Except for one (as we may not know). In Boston, James Brown was scheduled to perform in Roxbury. There was some concern about whether to go on with the show, but in the end it was decided not only to do so, but also to broadcast it on the local PBS station. That night, while Watts, DC and so many other communities were on fire, Boston's streets were eerily silent. Brown's audience was certainly not a captive one, but I think that only serves to reinforce my point - they chose to be pacified by a skilled musician. And it wasn't just the funk - they needed to be mad too, and Brown gave them an outlet for their anger. I think the prisoners at the Cash concerts made use of a similar outlet - on the recordings you can clearly hear primal scream therapy going on - and I'd reckon that some counted themselves lucky to be in jail at that particular place and time. That'd be a much easier crowd for the guards to handle in the next weeks and months.

Catch more flies with honey, baby.

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