WORCESTER, Mass.—For many audience members, Shen Yun is not merely a couple hours of entertainment, but rather, a life-altering event. Ballet dancer Leane Fisher said she had been waiting about 10 years to see Shen Yun. She finally did at the March 19 matinee at The Hanover Theatre, where the touring company stopped for a one-day engagement of two performances. Shen Yun, the classical Chinese dance and music performance, has become a worldwide phenomenon sought after by audiences everywhere. Through song and dance, it showcases 5,000 years of Chinese heritage since lost to communism. “We’re learning a lot about different parts of China,” said Fisher. “It’s a shame it’s not still like that.” Will Henrickson, a business coach in Connecticut, attended the same performance with his wife Jacqueline. Mr. Henrickson said, “I’ve traveled to China for business and this is a part of China that you would never see unless you saw Shen …