There have been some proud parents in the audience at the Bridge Repertory Theater production of “Salome” at First Church Boston in Back Bay. None prouder than the parents of dancer Shura Baryshnikov, who has the title role in the Oscar Wilde play. Her father, renowned Russian-American ballet dancer Mikhail Baryshnikov, came to see the show a week ago, and Shura’s mother, Oscar- and Emmy-winning actress Jessica Lange, slipped into town to see it over the weekend. “Salome,” directed by Olivia D’Ambrosio, runs through Oct 18. We’re told Lange kept a low profile, but looked fabulous. . . . Meanwhile, congrats to Tom Brady’s sister Nancy, who got married Sunday at St. Cecilia Parish on Belvidere Street. The Pats QB was there with wife Gisele Bundchen, their children Benjamin and Vivian, and John, Brady’s son with ex-girlfriend Bridget Moynahan.