I always recommend using the Advanced Search option if there is one available. You have more control over your search and will probably end up with fewer, more relevant results.
This holds true no matter what you are searching: a newspaper database, a scholarly journal database, Google (yes, Google has an advanced search too)
Look for ways to limit your search before you begin. If you are only searching for theater reviews, see if you can limit your search to find only reviews. On the contrary, if you only want articles and not reviews, see if you have that option.
General search limiters include: date, document type (review, article, obituary, etc.), publication type (newspaper, scholarly journal, etc.), and more. Explore your options.
Here are a few databases to try:
Try these literature-focued databases for critical analysis, interpretation, and biographical information.
For theatre and performance reviews, interviews with writers, directors and actors, and more. For a complete list of Newspaper databases click here: http://library.hunter.cuny.edu/databases/type/11