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A lot of pop stars and rappers like to brag in their lyrics and on social media that they’re ”living in a movie,” but few actually do as much as Jay Z and Beyoncé. Since they’re two of the most famous and powerful celebrities in the world, their lives genuinely are the stuff of a big-screen blockbuster. With On the Run (now through Aug. 6 Stateside), the couple’s inaugural coheadlining tour, they’ve made the conceit literal and given it a three-dimensional platform.

At New Jersey’s MetLife Stadium on July 11, the show opened with moody black-and-white footage of an ersatz art-house gangster romance starring Mr. and Mrs. Carter and set to Atlanta rapper Future’s gangster-techno hit ”Move That Dope.” Camera-phone footage of the sequence went viral online within hours of the tour’s debut in Miami, but the crowd’s reaction, which shook the stadium’s seats nearly as much as the song’s bone-rattling bass, didn’t seem to suffer for it.

The royal couple take the stage in the flesh to the sound of ”’03 Bonnie and Clyde,” the first song they recorded together more than a decade ago, as well as the first time (in the video for that clip) they riffed on a modern-day incarnation of the iconic criminal duo. It’s a vivid reminder — as if the audience needed it — of the sparks the pair’s creative and romantic partnership has thrown off from the start.

From there, the show unleashes a torrent of colossal hits from two of the most solid discographies in modern pop — ”Single Ladies (Put a Ring on It),” ”Big Pimpin’,” ”Drunk in Love,” ”99 Problems” — edited into a fast-paced DJ-style megamix. Their combined catalog goes so deep that they had to cut most of the songs into bite-size snippets just to fit them all into the show’s two-plus-hour running time, and they could even afford to burn off a killer song like ”Countdown” in one of the video montages that played during the more elaborate costume and stage changes.

Those interstitial segments (which featured famous friends including Don Cheadle, Guillermo Díaz, and Rashida Jones) unsurprisingly are rife with touchstone film references: Bonnie and Clyde, Breathless, Kill Bill, Baz Luhrmann’s The Great Gatsby. Jay and Bey have become mythical enough through their towering media profile and heavily autobiographical songs that seeing them move between these lightly fictionalized versions of themselves and the already larger-than-life actual ones felt like a breakdown of a fourth wall. Only instead of the pair busting out of their celluloid world, the audience got pulled into the fantastically glamorous biopic happening on stage.

Conjuring that epicness in real time requires sticking to a tight script, so the concert runs in large part on presequenced audio and video. And though everything about the set has been extensively documented online, Beyoncé and Jay Z are so intensely charismatic that it doesn’t matter. Like any big-budget extravaganza packed with special effects, it’s not the element of surprise that’s important, but the glorious sensory overload of the experience.

On the Run is a distinctly cinematic event, so it’s fitting that HBO is set to make it into a concert film to be shot over two nights in Paris in September. If the show’s script remains the same, the film will capture a moment at the end of the marathon set where Jay and Bey sit down on a platform in the middle of the crowd and watch their own home movies on the massive screens spanning the main stage — just as absorbed in the spectacle in front of them as anyone in the audience.