Burning Coal Theatre has been championing Irish playwright Conor McPherson over the years with strong productions of “The Weir,” “The Seafarer” and “St. Nicholas.” This weekend, the company begins a run of “Shining City,” a four-character piece about a newly-minted psychiatrist whose first client is haunted by his deceased wife. Murphey School, Raleigh. 7:30 p.m. Friday-Saturday; 2 p.m. Sunday (through Nov. 18). $10-$20. 919-834-4001; burningcoal.org.