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This paper analyses the stages and circumstances for immersion based on quantitative and qualitative feedback from 700 people who took part in a three week long public trial of a location-based audio drama. Ratings of enjoyment, immersion and how much history came alive all scored highly and people often spent up to an hour in the experience. A model of immersion as a cycle of transient states triggered by events in the overall experience is defined. This model can be used to design for immersion in future experiences.