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:

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