In "An Unrecorded Elizabethan Performance of Titus Andronicus" (Shakespeare Review 14, 1961), Gustav Ungerer finds the evidence for the "only private performance [of a Shakespeare play] that is known to us to have taken place in Elizabethan times". Not only that, it is "also the sole record to prove that the tragedy was put on in the provinces as well as in London". The performance took place in January 1596, as part of the Christmas Festivities held in "grand scale" at Burley-on-the-Hill, estate of Sir John Harington.
The evidence is contained in a letter written to Anthony Bacon, found amongst his papers at Lambeth Palace Library. It was written by one Jacques Petit, a servant of Bacon's on secondment to Harington's household as tutor to his son, and briefly mentions a performance of the play by a professional company of actors from London, most likely the Chamberlain's Men. This would have involved a period of 9 days absence from London, at the height of the theatrical season, which would have been "surprisingly inconsistent with known Elizabethan practice", according to Ungerer.
Harington's translation of Orlando Furioso was published in 1591 with Francis Bacon's AA device appearing no less than 96 times in the book.