The raree show, or peep show, was thought to have been created by the 13th century Italian protean Leon Batista Alberti. Made popular by the 17th century throughout Europe, the raree show was exhibited on streets and in fairs and largely consisted of wooden cabinets with several viewing holes and sets of pictures which were dramatized by the showman owner.
An Essay on the archaiology of popular English phrases and nursery rhymes (1834)
The raree show features in enough Regency memoirs and published letters to suggest it was a notable treat or amusement that many would seize upon paying a half penny or so for when the opportunity presented itself.
Here is a sampling, from published dramatic satire, of a raree show:
Sporting Magazine (1808).