Yakov Peters in his memoirs mentions an episode when some Chekists saw them mocking the Soviets and tried to arrest them on the scene. The public at first thought that this was part of the sketch, until clowns ran as real shots were fired.
In his memoirs, Yakov Peters describes an incident where Chekists caught him and others making fun of the Soviets and tried to detain them on the spot. The crowd initially thought it was part of a performance until they saw actual shots being fired as clowns fled.