PITTSBURGH, Penn.—It’s the unique wondrous effect of the arts to transport us—in this case, from a frozen Pennsylvanian town to the elegant palaces of China thousands of years ago. On the evening of Jan. 21, Pittsburgh theatergoers were greeted by the sights of an ancient civilization as presented by Shen Yun, the leading performing arts company centered on reviving the 5,000 years of Chinese culture before communism. Based in New York, the company made its debut in 2006 and has delighted audiences around the world since. Physician Mike Lynch and his wife attended this performance and were filled with admiration for the performers and curiosity about China’s history. “We were just commenting on the grace and beauty and athleticism of the performers,” said Mr. Lynch. “It’s really impressive.” In each performance, Shen Yun presents a number of pieces that bring the audience to diverse places and times in China’s history: …