Improvisational theater can reduce anxiety in teens who struggle socially
It didn't really give any indications as to how it works in the article, but the people I've known with the worst social phobia have been those who've been most scared of potential (or imagined) social punishment, usually because they feel there is a "script" that they will have trouble following in a social setting (e.g. responding to something "the wrong way", or not having the "right" answer ready for a question, etc.) Seems like it makes sense that if you're constantly places in scenarios with no script and no right or wrong answer, it would help alleviate the anxiety over not knowing "what everyone knows" you're supposed to do in [situation], and that being confident in what you say is like 50% of being seen as a socially capable person.