In the time of Shakespeare, the outdoor theatres closed after the afternoon show, about 6 p.m. They also closed for the winter, during inclement weather, and due to outbreaks of infectious disease. The indoor theatres could stay open in the winter and bad weather because they did not depend on sunlight. They still had to close on orders of the health department though.
After Shakespeare's time, in 1642, all the theatres in England were closed on the orders of Parliament and did not reopen until about 1660.