If you can't find what you are looking for around Sheringham, then Norwich is less than an hour by car with a reasonably good train service.  Norwich has several theatres, cinemas, night clubs and huge numbers of restaurants and pubs.

Tiny theatre with a big programme of music, plays, art and films, also has a regular programme of children's events.

The Pavillion Theatre on Cromer Pier is the traditional host of Summer and Christmas 'Spectaculars' as well as a full programme of events.  Old fashioned live variety.

The Regal Multiplex shows the latest films for those rainy days and evenings

Excellent theatre in the heart of Norwich.  Well worth checking their 'What's On' page

Arts theatre by the river in Norwich.  Excellent programme of drama, music and comedy.