I also use "with" for the original examples. If the person is producing the show, good luck with the show. If the person is appearing in the show, then good luck in the show.
"Good luck with that" has become a common phrase in the US to mean "I don't think you'll succeed." "You're going to ask the boss to let you have the week off before our big product launch. Yeah, good luck with that." It's not necessarily said maliciously, but it does show your disbelief in the likelihood of success. It's also used to mean "God, I'm glad it's you and not me who has to do that!"