General:
* Culture
* Leisure
* Recreation
* The arts
* The creative industries
* Spectacle
* Amusement
* Diversion
More specific:
* Performance (for live shows)
* Media (for film, music, TV)
* Visual arts (for painting, sculpture, photography)
* Performing arts (for theatre, dance, music)
* Literary arts (for books, poetry, etc.)
The best word to use will depend on the specific context of your writing.