"They Played a New Hamlet" is a short story written by L. Frank Baum. It originally appeared in the 28 April 1895 edition of The Chicago Times-Herald newspaper, and is generally recognized as Baum's earliest piece of professionally-published fiction now known.

(Baum had published a range of materials in previous years, but on an amateur or self-published basis. His earlier work included at least one substantial work of fiction, Our Landlady, which appeared serially in his Aberdeen Pioneer — yet since Baum edited and published that newspaper, the printing of Our Landlady was another form of self-publication. "They Played a New Hamlet," in contrast, conformed to the normal pattern of commercial publication: Baum submitted a work to a publisher, had it accepted, and received payment for it.)

In this story, Baum drew upon his own theater background to create a richly comic picture of actors behind the scenes.

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