At the top of the show, Giggles, a tough customer who’s quick to pull his pistol at the slightest provocation, points to a sign on the wall and announces the Clown Bar’s No. 1 rule: “There are no rules in the Clown Bar.”

That rule sums up playwright Adam Szymkowicz’s approach to “Clown Bar,” a new production by the NOLA Project running through Nov. 8 at the Little Gem Saloon. “Clown Bar” is an anything-goes immersive experience that blends drama, cabaret and burlesque, and puts audiences right in the middle of the action.

Framed as a hardboiled detective thriller, “Clown Bar” tells the story of ex-clown Happy Mahoney (Alex Martinez Wallace), who returns to the seedy hangout in search of the clown who killed his brother.

At the outset, the plot of “Clown Bar” mostly serves as a vehicle for the ridiculous antics of the clown characters, and like any good clown vehicle, the surprises keep coming and coming. The show delights in depicting clowns as a mean and salty bunch, from the low-level henchmen Giggles and Shotgun, played by Clint Johnson and Alec Barnes, to Petunia, the clown hooker with a heart of gold, played by Natalie Boyd.

Jessica Amber Lozano turns in a particularly fun performance as Popo, the squeaky-voiced baby-doll clown with a violent streak that would make Quentin Tarantino blush.

The story starts to gel when Happy confronts his old flame, Blinky Fatale, who has since taken up with the Clown Bar’s proprietor, the crime boss Bobo (Kurt Owens). In a show-stopping, eye-popping burlesque number, Blinky Fatale, played by Kali Russell, reveals to Happy — and everyone else in the Clown Bar — just what he’s been missing.

“Clown Bar” is also punctuated with a handful of bawdy musical interludes performed by Dusty, a sad-sack clown played by Keith Claverie, and accompanied by Piano Clown, Christopher Grim. The lyrics are written by Szymkowicz, and the music is composed by local musicians Jack Craft and Skylar Stroup, of the indie-pop band Sweet Crude, whose melodies help imbue the production with the feel of a Prohibition-era New Orleans saloon.

The novelty of “Clown Bar” is underscored by the setting, with audience members scattered around the upstairs bar at the Little Gem Saloon, seated at bar stools, tables and booths.

Director James Yeargain makes good use of the space, moving the action of the show throughout the room, as clowns belly up to the bar alongside the audience or occasionally take a seat at an occupied table.

The immersive setting does have a downside, because obstructed sight lines can mean missing out on some of the sight gags, and the muffled chatter and clatter at the bar — which remains open for business during the show — can be distracting. Actors also have to navigate the crowded room, which at times can lead to some awkward staging.

But “Clown Bar” is a great fit for the NOLA Project, a company known for stylish shows. The silly-serious plot allows the actors to go big with the clown-related puns and one-liners, and the costumes from costume designer Lindy Bruns add plenty of color.