Les Mammelles de Tirésias, normally translated as The Breasts of Tiresias, is a play by the French poet Guillaume Apollinaire written during the First World War. It is perhaps most famous on account of Apollinaire's introduction, in which he coins the phrase Surrealism.
The play was indeed set in Zanzibar, and contains much of the action stepnwolf describes above. The character Therese decides to become a man, releases her breasts, and becomes known as Tiresias. The play is heavily influenced by Alfred Jarry's Ubu Plays, and in turn influenced future Surrealist and dada theatre, including Antonin Artaud's The Jet of Blood.