This paper presents preliminary findings from our empirical study of the cognition employed by performers in improvisational theatre. Our study has been conducted in a laboratory setting with local improvisers. Participants performed predesigned improv "games", which were videotaped and shown to each individual participant for a retrospective protocol collection. The participants were then shown the video again as a group to elicit data on group dynamics, misunderstandings, etc. This paper presents our initial findings that we have built based on our initial analysis of the data and highlights details of interest.