To the ancient Greeks, drama was a religious experience. These festivals were in honor of Dionysis, god of fertility and merrymaking. The theater was a church. The Chorus were akin to priests. Tragic heroes were great men, the highest among peers. To bring violence on stage was to dishonor the gods, to bring possible ruin on families, crops, and animals. It was sacrilege, base, corrupt, a cheap thrill, pandering to the audience. So, Jocasta must kill herself and Oedipus must gouge his eyes out off stage. Even their marriage bed, a symbol of incest, cannot appear on stage.
It wasn't until the Romans, namely the playwright Seneca, that violence and revenge were brought on stage. Seneca was very influential to the Rennaissance playwrights, Shakespeare in particular. Shakespeare took Seneca one step further and added more controversial themes. In the tragedy Othello, he blends race, sex, and violence perfectly. Why? Because he was a secular playwright, not a religious one.
Compare Oedipus to Othello. In Othello, there is open talk of bestiality from the beginning. Cassio is drunk and Montano gets stabbed. Cassio and Roderigo stab each other, and Iago finishes off the latter. Othello strangles his wife. Iago stabs his wife. Othello stabs Iago but doesn't kill him. It's a river of blood compared to Oedipus.
And the bed is on stage in Act V! Shakespeare gives the audience access--for the first time in theater--not only to a bed, but the bed of a black man and white woman. It's scandalous by comparison. Shakespeare uses violence as the by-product of revenge, as it should be. It is a pagan, non-religious act. He uses it mainly in pivotal scenes and turning points, usually in Act IIIs, and always in Act Vs. He gives the blueprint for modern theater to come.
Modern theater uses more special effects for realism, but too often that's only theatricality, a gimmick. Violence must fit the dramatic arc of the story; otherwise, it is gratuitous. Recently, Teller from the comic/magic team of Penn & Teller staged the bloodiest Macbeth ever. It was visceral, to be sure, but it's still Macbeth: one can only cheapen it, I think. So much blood, ironically, takes away from the other, non-visual imagery. Its comes across as a Gallagher comedy show. The audience worries about getting splattered.
Movies are gratuitous; drama should not be. Movies are meant to be heard (blared, really); drama is meant to be overheard. Herein is the difference. One is a visual medium; the other is primarily an auditory medium. As Oedipus teaches us: the eyes are fickle and easily fooled. The beauty of drama is the language; violence must be secondary. Movie violence is akin to pornography (explicit, emotionally arousing); drama violence is aimed at catharsis (purgation of pity and fear).