There are two ways to hold an audience's focus, through attention or through engagement. There is a reason to note this difference. First my explanation of this difference and then the reason for this.
Attention is something simple and immediate, there are countless things throughout the day that compete for your attention and get it. When you stop to read a menu then you are putting your attention to it, it is a part of the conscious mind that we use to focus in on things. Engagement is something more involved, and not necessarily more interactive. One way it manifests is if the observer has to make an inner choice e.g. “How do I feel about this?”.
To engage an audience is harder for improvisers and takes longer because a lot of social habits work against putting us in trouble, and they want to see you in trouble (in a safe and entertaining way). That's what engages an audience, when something is risked, when there is something to be gained and they have no idea what is to happen next because the performers have no idea what is to happen next.
There many tricks that people use to get attention without engagement, socially and in shows. An example. The compère gets three suggestions from the audience, promising they will be incorporated in a scene, let's say he gets cutlery, mother's socks, and the worlds largest peanut. An improviser starts the scene with “Hello ladies and gentlemen, welcome to the World Expo 2010, here we have inventions from all over the world, let me show you this, it helps you eat your dinner...”
That's a perfect way to remove any sense of danger from a scene. There is no task for the group other than to act out the suggestions the host/narrator will provide. That kind of scene holds the audience's attention because they are waiting to see what they already know is going to happen, but there is no tension. They aren't waiting to see how you solve the problem of putting theses three items together, so there is no tension. You have done nothing but play their own suggestions back to them like puppets.
I could probably point to two reasons for making this point, one is practical the other is artistic, and therefore more debatable. The artistic reason is that personally I prefer engagement. I have no interest in show-offs that run shows that could be done by any other reasonably proficient group. The practical reason is about building an audience, and is worth thinking about. If you want to learn how to build an audience then look no further than street performers. Magicians and acrobats and the like who perform in the street literally create their own audience for each show. There is something to be learned here, they do it through engagement and not simple attention. When was the last time something caught your attention in the street and you reached into your pocket for it?
Magicians are the masters of diverting attention whilst at the same time cultivating engagement. Whilst an audience is focussed on one thing, a magician can be loading balls into cups, melons into hats and folding up cards and placing them in a volunteers pockets. They are also constantly setting up incredible challenges for themselves. A magician doesn't just get a stranger to pick a card, they get them to sign it so there can be no substitutions. They smash volunteer watches with hammers, set fire to signed notes and saw women in half. Street jugglers often end with juggling a flaming torch or running chainsaw. Performing with skill holds attention, performing with peril allows engagement. Questions bubble up from the engaged audience, "Will he really do it?" "Do I think he can do it?" "What happens if he drops it?" "How does he do that?". This is engagement.
A magician never ever reveals the finale to himself before revealing it to the audience. He stands there and shows the card to them first, taking the chance that it could be completely the wrong card. He puts himself in the firing line.
Journeymen improvisers are experts in getting themselves out of trouble. They reduce problems and place out safety nets before they even get anywhere. This is why a lot of improv shows revolve around attention. They are an opportunity for individuals to show how clever they are in a safe and supportive environment. You can hold an audience with attention, but you won't get them back. Engage them and they will give you all the attention they can muster. They will come to you because they crave seeing something challenging, they want to feel for you they want you to throw yourself into a scene with no idea how you will end up.
And to come back to the artistic point I made earlier, I don't see any respect coming from the audience if you just play things back to them, anybody can do that. The real challenge is in training yourself to do what most people can't. Start on a random journey, hold yourself to a spontaneous but focussed course and work as a team to end up in the same place. Make the audience care about you, so they don't walk away thinking: “I fancy a go of that, I reckon I could do that”. Instead I would prefer if they walked away thinking “Wow! I loved those guys, how do they do that?”
Not because we do something they can't, but because we choose something they don't, to be free and to be afraid and to be there anyway.
That is a form of magic.