"Five Characters in Search of an Exit" is the fourteenth episode of the third season of the Twilight Zone, and was first broadcast in December of 1961. It starred William Windom, and was written by Rod Serling. The title is a reference to both Six Characters in Search of an Author and No Exit, plays the episode shares some features with.
The story begins, as do several other Twilight Zone episodes, with a military officer finding himself alone and with amnesia. He is also in a featureless space, but he is soon enlightened when he bumps into a clown. In short order, he meets three other people: a hobo, a ballerina and a bagpiper. They are in a totally featureless, circular room, with no memory of who they are or how they got there. They also are unaware of the passage of time, and feel no hunger or thirst. They have no idea how they got there, although one of them suspects they could be in hell.
The entire episode can't be filled up with a discussion of how "Hell is other people", so the newly arrived army major hatches a plan to escape their confinement. In what is possibly a political metaphor or just a bow to dramatic necessity, he is a man of action and won't accept his confinement. His seeking to leave the prison leads to the stories twist ending, which did indeed surprise me.
Much like the previous episode, "Once Upon a Time", this episode shows how willing Serling was to be experimental in his production. The episode is just five characters in a featureless room, which is a bold production to make in a commercial television program: there is no scenery or sudden changes in action to hide a weak story. Luckily, of course, this isn't a weak story, and it ends up working quite well.