When the xx first emerged in 2009 with their Mercury prize-winning debut, their music soon became so ubiquitous that you couldn't avoid it, but this special 18-show residency is the opposite. For two (sometimes three) performances each evening, a lucky 60 ticket-holders meet outside Victoria station, from where black-clad assistants lead everyone through a series of tunnels underneath the station into an eerie underground space. With the tiny audience forming a square around them, the black-clad trio play standing on a glass floor, shadows dancing from lights beneath. There's no sign of loudspeakers. It's as if the stunningly clear music is coming out of the air.

The extraordinary setting has the effect of revealing the intimacy and emotion beneath what sometimes feels like cool and moody electronica. Guitarist Romy Madley Croft and bassist Oliver Sim make constant eye contact as they address at each other with skin-tingling candour. "Don't think that I'm pushing you away when you're the one that I've kept closest," he tells her as the music darts from beautiful to sinister to sad. "We used to be closer than this," she sings, standing so near the audience you could literally tap her on the shoulder.

It feels unusually personal, but is also a triumph of radical choreography and staging. The golden rays suddenly illuminating Shelter's line, "Can I make it better with the light on?" should be hammy, but are jaw-dropping. At one point, the roof, which was inches above our heads, is suddenly 30 feet higher in the air. After around 45 minutes, the audience is jolted as curtained walls suddenly fall like guillotines, exposing a vast space with speakers all around. The performance ends, and the crowd are instantly led away, retaining the mystery of a unique, extraordinary experience.

• At Manchester international festival until 18 July (sold out). At Ritz, Manchester on 9 July. Box office: 0161-236 3234.

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