Haruhi Suzumiya Theater (涼宮ハルヒ劇場) is a short story published in the August, 2004 edition of The Sneaker.
It is a multi-part subseries featuring the SOS Brigade in a fantasy RPG setting, a space war setting (which also appeared in The Perplexity of Haruhi Suzumiya) and an American Western setting, created when an outside force trapped the SOS Brigade in a simulation.
The story continues into The Return of Haruhi Suzumiya Theatre. No other parts of the story have appeared or been translated.
Kyon found himself in a castle with the rest of the SOS Brigade. Haruhi Suzumiya was negotiating with a king and his minister. The king wanted the "band of heroes" to slay a demon lord which had kidnapped his son and daughter. Haruhi wanted a reward, and being married to the prince wasn't considered a real one. The king eventually gave her a large amount of gold.
Kyon was confused at the situation, having no memory of having gotten there. He did note that he and Haruhi were dressed as warriors, Mikuru Asahina as a mage, Yuki Nagato as a thief, and Itsuki Koizumi as a bard.
The heroes, carrying a heavy amount of coin, didn't even make it out of the castle. They went into a tavern and fell into a three-day-long party, which Haruhi was celebrating in advance of their victory. While there Kyon continued to investigate the situation. He and Koizumi vaguely recalled playing an RPG game with Haruhi beforehand, but their memories immediately before entering the "RPG verse" were hazy. Nagato sensed they were in a simulation created by an unknown person, and to escape they had to satisfy the ending criteria. Kyon and Koizumi believed this meant they had to defeat the demon.
However, three days passed before any steps were taken to defeating the demon. Finally a forest sage approached, shocked that the "heroes" hadn't gotten halfway to the demon yet. The heroes had also run out of money, having spent it all on entertainment and food. The sage took them to a forest, and told them there was a cave there, holding the key to the demon's castle. Haruhi immediately ran off, forcing the group to follow and leaving the sage behind. They couldn't hear his warnings.
They made it to the cave, and Kyon was worried because they hadn't done any leveling up. Inside they found a very large dragon, which immediately annihilated them.
The heroes reappeared at the forest edge, which was acting as a "save point". Haruhi again rushed with the heroes against a dragon, and once again the dragon breathed on them, killing them. In total, the group was wiped out five times before Haruhi consented to listen to the sage.
The sage told the heroes they needed to use his "Orb of Indolence" to put the dragon to sleep long enough to get the key. He would trade it for grass called "Gout-Out". Haruhi wasn't interested in the sidequest, and instead pulled her sword on the sage. Haruhi ordered Nagato to steal the orb, and Nagato complied.
They put the dragon to sleep, and while Haruhi's plan was to kill it then, they ended up simply taking the key and returning to the sage. He told the heroes they needed more than the key. The demon lord's castle contained a "Door of Phantasms" in a labyrinth, which needed its own key, the "Key of Phantasms". The key was in the hands of an evil mage, who lived in an underground temple for the god of darkness. The god's power would keep the heroes out unless they bathed in the light of the "Orb of Consecration". The sage would hand that over in exchange for "Asthenopia-killer", a remedy far to the west which would treat his eyestrain.
Haruhi grew suspicious. She felt perhaps the sage was working for the demon lord, and was using them to free the demon. The sage resignedly handed over the Orb of Consecration and also the Orb of Exorcism, which could temporarily keep the demon lord from moving. He wouldn't try to get the heroes to get the "Panacea-cide" grass which grew to the south. Haruhi didn't want any advice from the sage, only the location of the demon lord's castle, because she had her "amazing companions".
The heroes found the demon lord's castle. They hadn't gotten into any real fights beforehand and so hadn't gained levels. However, Haruhi was confident that Asahina's abilities would see them through. Asahina wasn't confident, being only able to cast spells that made ears bigger, but as she "worked her magic" Nagato seemed surprised. She had cast Meteo Burst and Devil Quake simultaneously. (Koizumi had picked up knowledge of these lost spells in the tavern.) The castle was destroyed, and the area of effect so large it threatened the party; Nagato had literally grabbed everyone else and run to the top of a hill with them.
Nagato confirmed that the mission was complete, but they were assigned a penalty. (Kyon had the feeling they were forgetting something.)
The heroes suddenly appeared in a space patrol game. Kyon, now a pilot holding the controls, was distracted by the female SOS Brigade members' skimpy outfits. They were contacted by an old man, sounding just like the king from the previous stage, calling for Haruhi of the "Galactic Regional Observation Conclave's Patrol Force". He identified himself as the emperor of the Fifth Galactic Independent Empire. Space pirates had kidnapped his son and daughter and were seeking the destruction of the galaxy as well.
This time, Haruhi promised to rescue them without any reward.
The story then ended. It would continue in The Return of Haruhi Suzumiya Theatre.