Special effects, though sometimes costly and dangerous, were commonly used during the Elizabethan/Jacobean era. Usually, they would be limited to simple sounds – thunder was recreated by rolling a cannonball across the floor of the “Heavens” (the roof of the Globe’s stage), or beating drums offstage, for example.
The open roof of the Globe allowed for fireworks to be set off during performances, as well. Fireworks were used to recreate lightning, and this would be accomplished through the use of a “swevel,” which was sort of like a modern firework rocket. Here is a description from John Bate’s “The Mysteryes of Nature and Art,” published in 1634:
Swevels are nothing else but Rockets, having in stead of a rod (to ballast them) a little cane bound fast unto them, where through the rope passeth. Note that you must be carefull to have your line strong, even & smooth, and it must be rubd over with sope that it may not burn. If you would have your Rockets to returne againe, then binde two Rockets together, with the breech of one towards the mouth of the other, and let the stouple that primeth the one, enter the breech of the other.
The use of swevels for lightning, and cannonballs for thunder seems a likely scenario in many of Shakespeare’s plays. Julius Caesar, for instance, included one of Shakespeare’s first major depictions of a storm. In Act 1, Scene 3, the stage directions called for “Thunder and lightning. Enter CASCA and CICERO.” Following this, Casca bemoaned that “Either there is a civil strife in heaven / Or else the world, too saucy with the gods / Incenses them to send destruction.”
While it seems likely that swevels would be employed here, that was not always the case. Fireworks, while exciting, were also very odorous. Gunpowder was made with sulphur (think rotten eggs) and saltpeter (which was made from dung). These mixed together would have smelled terrible, and when set alight… Well, those in the audience would be met with quite a stench. This suggests that storms would be limited to auditory effects, like rolling cannonballs.
In terms of other effects, the Globe Theatre made use of its trap door in the Heavens. Gods, goddesses, and benevolent ghosts were the types of characters to be lowered down on ropes. Demons would rise from under the stage through another trap door. The entry of such other-worldly characters would be accompanied by colourful smoke or fire – this was made by burning alcohol that was mixed with a variety of salts or chemical powders.
Scenes where characters were killed came with some effects, too. Actors would often hide a bag of pig’s blood beneath their costume, so when they were punctured with a knife, there would be an added sense of realism.
And, of course, there was the cannon, which was used to signal the entry of a king or queen, or the start of a ceremony or battle. Since there were no safety regulations during this time, disaster was inevitable. Indeed, the Globe went up in flames in 1613 when wadding from a cannon landed on the thatched roof.
All in all, effects were commonly used to entertain the audience and add a sense of realism to plays. The Globe’s open roof allowed for daring effects like fireworks and cannon fire, though they of course came with a dangerous price due to the lack of safety regulations.
Sources
John Bate’s work: https://www.gutenberg.org/files/47837/47837-h/47837-h.htm
Karim-Cooper, Farah, and Tiffany Stern. Shakespeare's Theatres And The Effects Of Performance. London: Bloomsbury Arden Shakespeare, 2014.
No longer since than yesterday, while Burbage his company were acting at the Globe the play of Henry 8, and there shooting of certain chambers [theatrical cannons] in way of triumph, the fire catched and fastened upon the thatch of the house and there burned so furiously, as it consumed the whole house and all in less than two hours (the people having enough to do to save themselves)...
Now, to let matters of State sleep, I will entertain you at the present with what hath happened this week at the banks side. The Kings Players had a new Play, called All is true, representing some principall pieces of the raign of Henry 8. which was set forth with many extraordinary circumstances of Pomp and Majesty, even to the matting of the stage; the Knights of the Order, with their Georges and Garter, the Guards with their embroidered Coats, and the like: sufficient in truth within a while to make greatness very familiar, if not ridiculous. Now, King Henry making a Masque at the Cardinal Wolsey's house and certain Chambers being shot off at his entry, some of the paper, or other stuff wherewith one of them was stopped, did light on the thatch, where being thought at first, but an idle smoak, and their eyes more attentive to the show, it kindled inwardly, and ran round like a train, consuming within less than an hour the whole house to the very grounds.
This was the fatal period of that vertuous fabrique, wherein yet nothing did perish, but wood and straw, and a few forsaken cloaks; only one man had his breeches set on fire, that would perhaps have broyled him, if he had not by the benefit of a provident wit put it out with bottle Ale.
Sir Henry Wotton in a letter to Sir Edmund Bacon, July 2 1613
The Globe Theatre fire of June 29, 1613 is indeed attributed to the use of prop cannons in a performance of Henry VIII, then subtitled (or alternate-titled) All Is True. The small cannon used for prop effects was located in the heavens, the uppermost part of the theater, and was loaded with gunpowder and wadding but no shot; it seems to have been the burning wadding which caught the thatched roof of the theater on fire. Not only did the Globe burn down, but also its adjacent alehouse, owned by company member John Heminges -- perhaps the source of the bottle ale used to extinguish the man whose breeches had caught fire. Elizabethan and Jacobean theaters loved flammable stage effects, but they didn't always abide by best practices when it came to precautions. Nighttime scenes onstage employed all manner of tapers, torches, and lanterns; indoor theaters like the Blackfriars Theatre supplemented natural light with candlelight with no fire consultants in sight, and for outdoor theaters like the Globe, stage pyrotechnics were king -- whether simulating cannon fire or the fires of hell.
The cheapest form of special effects on the Elizabethan and Jacobean stage might be music and dance -- dance breaks might not constitute trickery, but they added welcome visual interest to the stage's goings-on. (If you've ever seen a modern-day performance of Elizabethan/Jacobean drama which incorporates dance at its conclusion, like many of the shows at the modern Shakespeare's Globe, there's an aspect of the spectacle that's weirdly cathartic as well as entertaining.) These sight- and sound-based devices were joined by rich costuming, masks, face and body paint, and lighting effects to enhance natural atmospheric conditions or impose artificial ones. These elements are so low-tech that they hardly register as special effects, but they made up significant aspects of the theatergoing experience for Elizabethan and Jacobean audience members.
Fireworks, on the other hand, involved some sophistication -- gunpowder-based practical effects could be harnessed to produce more than light and noise, such as the appearance of boiling water, but engineering such effects seems to have required some familiarity with explosives in their military use. Fireworks made up an important part of the special effects to simulate atmospheric conditions -- thunder and lightning might not indicate only a raging storm (a critical piece of staging information for, say, King Lear) but also telegraph supernatural rumblings to the audience. Thunder and lightning had long been attributed to the power of witches, as well as serving as all-purpose portents of doom; famously, the first appearance of the three witches in Macbeth and the appearance of Lucifer in the B-text of Doctor Faustus are both accompanied by thunder and/or lightning. Offstage, hired crew members used drums to produce the sounds of thunder and squibs/firecrackers to produce the crack and flash of lightning. Not yet the array of innovations that would produce more sophisticated later effects, but hardly nothing, and in the hands of inventive actors these elements could build up to quite a spectacle -- we read about actors costumed as shaggy devils who "runne roaring over the Stage with Squibs in their mouthes"^* and gods hurling thunderbolts, characters appearing and disappearing in cataclysmic flashes of flame. Explosive effects weren't necessarily reserved for fearful phenomena; they could accompany jubilant or martial occasions, as in the case of the cannon-fire used to herald the entrance of the fictionalized version of Henry VIII, but they appear to have been employed on both large and small scales to evoke a sense of wonder in the audience. Fireworks displays were a spectacle in themselves for court occasions, a choreographed display of light and color observed at a safe distance by Elizabeth I and James I, but in the space of the theater they could be quite up close and personal.
The rest of the spectacle could be rounded out with stage fights, practical effects to simulate onstage violence, trumpet calls to indicate the events of an unseen or partially-seen battle, severed prop limbs, stage smoke, and fake mist. Stage props might be made to appear and disappear by means of "quaint device[s]". Trapdoors in the stage allowed for sudden descents and ascents; cranes and pulley systems allowed for flying effects and the suspension of props shaped like fire-breathing dragons (also adorned with fireworks) and a "throne in the heavens" for appropriately divine appearances from above. The scope of practical effects on the Elizabethan and Jacobean stage encompassed heaven and hell, characters and properties vanishing and reappearing, sublime spectacles and hordes of devils, thrilling novelty and well-worn bits of stagecraft -- but pretty much all of these effects (with the exception of maybe the prop corpses and trumpets) had hazards associated with them. That element of real danger may have been part of the diversion for rapt audiences.
^*: (from a snippy account by John Melton in 1620, describing Doctor Faustus)
Some reading:
"The Meaning of Thunder And Lightning: Stage Directions and Audience Expectations", Leslie Thomson
"Mist and Fog on the Elizabethan and Jacobean Stage", Alan C. Dessen
"Hellish Falls: Faustus's Dismemberment, Phaeton's Limbs and Other Renaissance Aviation Disasters", Todd Borlik
Theatre of Fire: Special Effects in the Early English and Scottish Theatre, Philip Butterworth
Shakespeare's Theatres and the Effects of Performance, ed. Farah Karim-Cooper, Tiffany Stern
(Dr. Farah Karim-Cooper has a hand in one of the coolest features of the modern Shakespeare's Globe -- the Sam Wanamaker Playhouse and its recreation of an indoor Jacobean theater lit by candlelight. In addition to being a stunning visual experience and a great way to get a better image of how Jacobean spectators experienced the theater, it also has thoroughly modern fire-related precautions in place and I have to say I'm glad for that.)