Here is a sampling of what they had to say:
Ron Lasko in his Broadway.com Review: "Much of the joy in Shockheaded Peter is in its inventive, highly theatrical staging by Julian Crouch and Phelim McDermott using decidedly low-tech techniques including puppetry and elements of sideshow, melodrama and Grand Guignol. The costumes, set and props are all appropriately oddball. The performances are also quite remarkable… The only real problem with Shockheaded Peter is that between [Martyn] Jacques thick accent and high countertenor voice, the words to some of the songs are occasionally difficult to discern. It is a slight quibble, since the surprising visuals reinforce the lyrics beautifully. Shockheaded Peter certainly isn't for everyone, but with its edgy humor and naughty puppets, it just could become the next Avenue Q."
Ben Brantley of The New York Times: "A spiky, subversive riff on Heinrich Hoffmann's Struwwelpeter, a droll collection of grisly bedtime stories from the mid-19th century, Shockheaded Peter is both the silliest and the most sinister show in town. It is also, as it happens, one of the smartest. Directed with unstinting imagination and brazen assurance by Julian Crouch and Phelim McDermott, and featuring bizarrely beautiful songs by Martyn Jacques, Shockheaded Peter manages to wallow in and tear apart our enduring appetite for scaring ourselves and our children. And while its medium is the moldy conventions of Victorian melodramas and peep shows, this British import makes contemporary exercises in self-spoofing horror like Wes Craven's Scream movies look like, well, child's play."
Michael Kuchwara of The Associated Press: "This visually inventive play with music, which opened Tuesday at off-Broadway's Little Shubert Theatre, revels in its own outrageousness, which should make it prime viewing for older children, especially budding teenagers eager to defy authority and in need of a good scare. Older folks may be irritated by the show's calculated mixture of shock and smugness, although more damaging is the evening's rambling quality, its parade of horror stories that never offer a dramatic payoff-only more of the same for an intermissionless 100 minutes… The cast, all done up to look more than a little ghostly, is game, and they throw themselves into the proceedings with grim determination."