“At a key moment of ‘Desire Under the Elms,’ the character of Ephraim Cabot thanks God for the arrival of his new child. At Tuesday night’s performance at the Goodman Theatre, the actor Brian Dennehy took that rapture a step too far. He fell off the stage. … But Dennehy, an actor of the old school, batted aside assistance, gritted his teeth, assured the audience that the baby (played by a doll) was unhurt and demanded that the show continue.”