Information for Sunshine on Leith at Pitlochry Festival Theatre, Pitlochry (Musical). Sunshine on Leith is a musical packed with songs from the The Proclaimers. A fantastic, fun and poignant night's entertainment, Sunshine on Leith follows the highs and lows of Ally and Dave as they return home from the army. Families, relationships and life in Leith are not all plain-sailing in this exceptional love story about everyday life in Scotland.