The Dining Room (Clurman, 410 W. 42, closes Saturday). A lovely revival by the Keen Company of A.R. Gurney’s 1982 play–it’s really a string of interlocking sketches–about the decline and fall of the American WASP. Most of the sketches are comic, but the effect is intensely elegiac, for Gurney has mixed feelings about the upper middle class that spawned him, and he isn’t afraid to let them show. The six actors in the excellent cast play a total of fifty-seven people, all of them portrayed with telling exactitude (TT).