Sounds like you've just seen a rather "experimental" version of Hamlet (was it done in modern dress, all nude, or pig outfits?). I don't know about that second effect (I think "layered dialogue" is a good enough name for it if there isn't one), and I'm assuming that you don't mean Foley effects by the first one. Foley effects are those added to a film (and plays, I assume) to replicate sounds that would not otherwise be picked up in the filming (or were impossible to pick up). They are often done with unlikely implements (pounding coconut shells for hoofbeats is the obvious one) and today can be layered, tweaked, and twisted ad infinitum on computers. I think you're looking for something more surrealistic though, where the sound is not supposed to be natural at all. Perhaps Special Foley Effects?