There are a number of superstitions regarding the play. Actors avoid saying the name Macbeth in the theatre unless actually performing or rehearsing (the call it "the Scottish play" instead), and in some circles it's said to be bad luck to use the props and costumes from Macbeth in another production.
What's not so widely known 9and the reason I picked it) is that the Macbeth curse is a hoax, started by Max Beerbohm in a 1898 review. However, a 1942 production was notable for having four people die, as well as the principle actor in a comedy that later used the same set.