The Scottish Play and the The Bard's Play are euphemisms for William Shakespeare's Macbeth. The first is a reference to the play's Scottish setting, the second a reference to Shakespeare's popular nickname. According to a theatrical superstition, called the Scottish curse, speaking the name Macbeth inside a theatre will cause disaster. A variation of the superstition forbids direct quotation of the play (except during rehearsals) while inside a theater.
Because of this superstition, the lead character is most often referred to as the Scottish King or Scottish Lord. Sometimes Mackers is used to avoid saying the name, mostly in North America.
As success or failure in the theater can be influenced by so many intangible and unpredictable factors, it's not surprising that actors and other theater types maintain a variety of long-standing superstitions, which often are taken very seriously. (The most famous is the insistence on saying "break a leg" rather than "good luck.")