I noticed that the Palladium website has a Traveling Show Creation Log. Presumably this worksheet would be used while working through the rules, detailed in a supplement of some kind, for defining a traveling show and its membership. In which book can I find the rules for traveling show creation?
Learn how to create your own traveling shows from Rifts World Book 1: The Vampire Kingdoms
Traveling shows are given a lengthy description in Vampire Kingdoms for reasons I've never really understood. I mean, it seems like the absolute last region you'd want an open-air traveling circus—where most folks will be attending after work when it's dark and where workers wear scary costumes—is in an area infested with vampires (at least, if you weren't one, I guess), but so it goes. They're in there, traveling shows are, in all their wonky glory, on pages 117-28.
I'm using original Vampire Kingdoms (1991) page numbers. I don't own the more recent Vampire Kingdoms Expanded nor Rifts Vampires, but neither lists Build your own creepy traveling shows! as a selling point.
The Rifts Adventure Guide contains rules, tables, and a walk-through for creating a travelling show on pages 142-155, as does Vampire Kingdoms on pages 117-139. There's also a PDF somewhere on the Internet that contains a printable checklist that I'll link to once I find it again.
Rules for creating a traveling show can also be found on pages 123-135 of Rifts Black Market.