I'm looking for some words to denote pre-modernistic old-fashioned theater tradition with wigs, bombastic style of expression and so on. This kind of theater we can still observe at the provinces. In Russian, for this purpose we use expressions which can be translated as naphthalene/cardboard performance, so I'm looking for some words like that.
Perhaps you are looking for something like vaudeville.
One possibility is the term "neoclassical theatre." A fairly extensive discussion of this type of theatre appears in posting on the WiseGeek site, including an enumeration of "the Five Rules" of neoclassical theatre:
The attitude of the Neoclassicists toward excess and the individual led them to develop a strict set of guidelines for what was appropriate in the theatre. These included five basic rules: purity of form, five acts, verisimilitude or realism, decorum and purpose.
Since the heyday of neoclassical theatre was 1650–1725, I suppose attempts to invoke its sonorities and discipline might more appropriately be called "neo-neoclassical theatre," but as far as I know, no one actually uses that term.
Many other historical genres of theatre (including commedia dell'arte, melodrama, burlesque, and Restoration spctacular receive brief coverage in Wikipedia's article on History of Theatre. It's not a bad place to start your online research into types of now-anachronistic theatre.