Out on the plains, around a campfire, the violent drifter sings a beautiful song. “The sky is black but filled with diamonds / You can almost hold them in your hands” goes the yearning lyric, with a fingerpicked accompaniment and twangs from a lap steel guitar.

But listen a little longer. “Up there God is preaching,” the man continues, bitterly. “Laughing while you’re reaching.” And then this amateur Nietzsche, wondering why he should care about a universe that evidently does not care about him, jumps up with his gun to go rob a train.

That’s the gorgeously perverse opening of “Dead Outlaw,” the feel-good musical of the season, if death and deadpan feel good to you. As directed by David Cromer, in another of his daringly poker-faced stagings, the show is to Broadway what a ghost train is to an amusement park, with screams and laughs but much better music.

That it should be on Broadway at all is a scream and a laugh. Developed by Audible, and performed last year at the 390-seat Minetta Lane Theater in Greenwich Village, “Dead Outlaw” was a critical darling and insider hit, the kind that seems to do best doing least. No matter how cosmic its concerns, it was deliberately small — eight performers, five musicians, one set — and deliberately niche. It was not, in other words, for all markets.

Yet here it is, surprisingly intact, at the 1,048-seat Longacre Theater, where it opened on Sunday in the biggest market of all.

You know what else is surprisingly intact? That singing bandit. Born Elmer McCurdy in 1880, he spends his first 30 years on earth alive, the next 65 not. The embalmer did a good job.