The Jim Rose Circus is literally a freak show. Jim Rose, the leader of the group, became fascinated with sideshows as a kid. After hanging out with side show performers in his hometown in Phoenix, he moved to Europe to learn stunts like the "Bed of Nails" and "Regurgitation". When he returned to the States he worked on the beach in Venice for a while before he moved to Seattle where he met Mr. Lifto. They have been touring together since 1990, and have had sell out performances all over the States and Europe.

Beside Jim Rose there is Mr. Lifto who lift weights and stuff with rings attached to various parts of his body (including his penis), The Tube (no longer with the group) who drinks his beer twice, Torture King (no longer with the group) who loves to stick needles and pins through his flesh, Enigma the jigsaw puzzle-tattooed man who eats almost everything, Bébé the Circus Queen who lies on a bed of nails and walks on razor-sharp swords, The Knife (no longer with the group) who juggles knifes and chain saws,  The Armenian Rubberman who goes through the head of a tennis racquet. The Mexican Transvestite Wrestlers who run around trying to stick rubber dildoes into each other's mouths, and The Women Sumo Wrestlers who almost creates an earthquake when they collide in the ring.  

The Jim Rose Circus Sideshow have been touring together with Nine Inch Nails for five and a half years, and in 1992 they toured with Eddie Vedder on the Lollapalooza Tour. On the latest tour they have been visiting several festivals, performing together with David Bowie, Skunk Anansie and Nick Cave etc.

I first heard of them when they visited South Africa I think in 1996, when several church groups tried to have their performances banned. Of course their shows were all sold out. I saw several of their acts as their shows were recorded and most of the juicy bits were televised. I admire them for certain things, but I'm not one who finds that sort of thing appealing. Interesting, yes. Appealing, no

You may also have seen Jim Rose and Enigma in the X-files episode Humbug.