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Beginning with a fantasy interview with Donald Winnicott and William Shakespeare – one in which Winnicott espouses the essential nature of play in psychoanalysis – he then joins Shakespeare in finding a promising set of ideas for psychoanalytic play. These ideas arise out of Shakespeare’s theatrical, play-full world of drama and narrative. Both these sets of ideas then build upon an epistemology based on an information theory of change in psychoanalytic therapy – one which asserts that change is a constant in every living system, and therefore the field of every session of therapy. Thus, in every developing psychotherapy, there becomes an emerging, often unknown “architecture” involving what is ceaselessly changing. This quality of change preserves some basis of order in any treatment (e.g. 1st Order Change). In effect, it is responsible for “keeping the system the ‘same.’” 1st Order Change involves the often unwitting “premises” upon which aspects of both the treatment narrative and drama are organized. It contrasts to a different kind of change (2nd Order Change) which radically changes some of the organizing assumptions (“premises”) of the therapy. 2nd Order Change typically emerges in an unwitting, unpredictable manner, catching both analytic participants by surprise. In other articles over the past two decades, the author has described this in terms of theory about improvisation. Optimizing the creative genius of such moments of play, requires that therapists immerse themselves in the field, in a non-presumptive “bottom-up” phenomenological experiential manner in contrast to the historical “top-down” “prejudices” that the history of theory and practice – within psychoanalysis and from without – often dictate, in terms of what becomes searched for and interpreted. Two case illustrations examine what can emerge when unwitting, unpredictable, preconscious moments of improvising emerge, with unpredictable aspects in entities such as character, narrative, script and so forth. This broad coalescence of ideas leads to the creation of moments of the “heretofore unimaginable” rather than what seems more like the expectable and predictable 1st Order Change world orders most treatments.