Why did Macbeth have such a lasting appeal to theatre audiences?

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There are many reasons why Macbeth has such enduring appeal. One might be that it has a remarkable unity of plot. There are no major subplots in the play, which some audiences and readers find distracting, if endlessly fascinating, in other plays (like King Lear, another of Shakespeare's undisputed tragic masterpieces.) Another reason is that it contains many of Shakespeare's finest dramatic set pieces. Lady Macbeth's sleepwalking scene in Act IV is immortal, as is Macbeth's final duel with Macduff (and the tragic scene where the latter's family is murdered by Macbeth's assassins.) Even the first scene, with the witches plotting trouble for Macbeth, is quite memorable. Accompanying these scenes are many of Shakespeare's finest soliloquies, such as Lady Macbeth's chilling request that she be "unsexed" in order to drive Macbeth toward his destiny:

...fill me, from the crown to the toe, top-full 
Of direst cruelty! Make thick my blood, 
Stop up the access and passage to remorse,(45) 
That no compunctious visitings of nature
Shake my fell purpose nor keep peace between 
The effect and it! Come to my woman's breasts, 
And take my milk for gall, you murdering minister, 
Wherever in your sightless substances
You wait on nature's mischief! Come, thick night, 
And pall thee in the dunnest smoke of hell, 
That my keen knife see not the wound it makes, 
Nor heaven peep through the blanket of the dark 
To cry, “Hold, hold!"

As famous as this speech is Macbeth's famously bleak observation upon learning of his wife's death that life is a "tale, told by an idiot, full of sound and fury, signifying nothing." 

Equally appealing to many readers and audiences are the themes of Macbeth: destiny, free will, ambition, corruption, and other important aspects of the human condition that are illustrated in stark, often terrifying scenes in the play. Many of these themes are universal enough that they can sustain their appeal precisely due to, not in spite of, cultural shifts. Shakespeare's audiences would have probably viewed a character like Lady Macbeth as unnatural, of a piece with the witches. This was consistent with Shakespeare's overall warning against those who upset the natural order of things. Today, with our more modern sensibilities about gender roles, we can view Lady Macbeth as a more sympathetic character. Other characters, like Banquo and even Macbeth himself are ambiguous enough that they can be viewed differently at different points in time.