A performance of a Shakespeare play
There is one crucial document from the period (we do not have permission to reproduce it here) which is a sketch of an early performance of Shakespeare's play, Titus Andronicus. In the centre, Queen Tamora is pictured pleading for the lives of her sons, while on one side the villain Aaron* gestures with his sword. The scene appears to be a composite of two scenes of the original play.
One of the most interesting features of the sketch is that the major characters are wearing what might be described as "stage Roman" dress, while the attendant soldiers are dressed in full Elizabethan costume*.
Footnotes
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Black characters in Shakespeare
Aaron, Othello, and the Prince of Morocco are the black characters in Shakespeare's plays. Click to go to the section that discusses blacks in London.
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Anachronisms
The mix of periods in costume may help to explain the sometimes puzzling tolerance of the Elizabethans to obvious anachronisms in their plays (a notorious example is the clock that strikes in Julius Caesar): since the company could only afford authentic dress for some of the actors, all plays were to a considerable degree Elizabethan anyway.
Much later than Shakespeare, artists were still painting classical and biblical subjects as though they were occurring in their own time.