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Rau was born in Bern, Switzerland. He studied sociology, German and Roman studies in Paris, Zurich and Berlin under Tzvetan Todorov and Pierre Bourdieu, among others. He started his first reporting trips in 1997. From 2000 he worked as an author for Neue Zürcher Zeitung, and from 2003 as a director and writer at home and abroad with, among others, the Maxim Gorki Theater in Berlin, Staatsschauspiel Dresden, Hebbel am Ufer Berlin, Theaterhaus Gessnerallee Zurich, Teatrul Odeon Bucharest and Beursschouwburg in Brussels.
In 2007, Rau founded the theatre and film production company International Institute of Political Murder (IIPM) which he has been running ever since. The company was founded with a focus on documenting the last hours of Elena and Nicolae Ceaușescu, who were executed on December 25, 1989. Over time, it developed into an institution that focused on documenting notable historical global events through the mediums of films, literature, documentaries and research papers. In September 2010, Nicolae Ceaușescu's son sued IIPM demanding they cease the use of his family name Ceaușescu.
Rau's theatrical works and films have been invited to some of the biggest national and international festivals, including in 2012-2013 the Berliner Theatertreffen, Noorderzon Performing Arts Festival Groningen, Wiener Festwochen, the Kunstenfestival in Brussels and the Radikal jung Festival, where he was awarded the critics' prize for direction. Alongside his work for stage and film, Milo Rau lectures on direction, cultural theory and social sculpture at universities and colleges. His productions, campaigns and films have been invited to the Festival d’Avignon among others and nominated for the Prix de Soleure, while also touring the world. The Swiss newspaper Tagesanzeiger recently named him one of today’s "most sought-after directors,"  with the German weekly Der Freitag calling him “the most controversial theatre director of his generation”.[not in citation given]
- 2017 The 120 Days of Sodom, Zürich (Theater)
- 2016 Empire, Berlin (Theater, Book)
- 2016 Five Easy Pieces, Ghent (Theater)
- 2016 Compassion: The History of a Machine Gun, Berlin (Theater, Radio Play)
- 2015 The Dark Ages, Munich (Theater, Book)
- 2015 The Congo Tribunal, Berlin/Bukavu (Performance, Film, Book)
- 2014 The Civil Wars, Brüssel/Zürich (Theater, Book)
- 2013/14 The Berlin Dialogues, Berlin (Talkshow)
- 2013 The revelation of the real, Berlin (Installation, Book)
- 2013 The Zurich Trials, Zürich (Theater, Film, Book)
- 2013 The Moscow Trials, Moskau (Theater, Film, Installation, Book)
- 2012 Breiviks Statement, Weimar/Berlin (Lecture performance)
- 2011/12 Hate Radio, Bregenz/Kigali/Berlin (Theater, Film, Installation, Book, Radio Play)
- 2010/11 City of Change, St. Gallen (Theater performance, Book, Film)
- 2010 Land of Hope, Berlin (Performance)
- 2009/10 The last days of the Ceausescus, Bukarest/Berlin (Theater, Film, Book)
- "Swiss Theatre Awards". Theaterpraise.ch. Archived from the original on 19 October 2014. Retrieved 15 February 2015.
- "International Institute of Political Murder". International-institute.de. Retrieved 15 February 2015.
- https://web.archive.org/web/20110304094005/http://international-institute.de/sites/vision.htm. Archived from the original on March 4, 2011. Retrieved December 23, 2014. Missing or empty
- "Heute in den Feuilletons: "Zwei Drittel haben keine Ahnung"". Spiegel.de. 9 May 2011. Retrieved 16 February 2015.
- https://web.archive.org/web/20120603132727/http://old.cotidianul.ro/zilele_culturii_germane_zidul_berlinului_pretext_de_film_dezbateri_si_hip_hop-102046.html. Archived from the original on June 3, 2012. Retrieved December 23, 2014. Missing or empty
- "Romania prezenta la festivalul francez de teatru "Avignon Off"". Stilfeminin.ro. Retrieved 16 February 2015.
- "Missing persons, Vaud mother with daughter, Valais youth". Expatica.com. Retrieved 16 February 2015.
- "Ich hoffe auf baldige Klärung". St.Galler Tagblatt Online. 10 May 2010. Retrieved 16 February 2015.
- "Sehr geehrte Zuschauerin,sehr geehrter Zuschauer -". 3sat.de. 10 March 2011. Retrieved 16 February 2015.
- "Termen in procesul intentat de Valentin Ceausescu Teatrului Odeon". Ziare.com. 16 February 2015. Retrieved 16 February 2015.
- "Die Menschen sind als Krieger unterwegs". Tagesanzeiger.ch/. Retrieved 15 February 2015.
- "Zukunft ǀ Lauter gute Leute — der Freitag". Freitag.de. Retrieved 15 February 2015.
- IIPM (International Institute of Political Murder)
- Stage Presens. About the work of Milo Rau, in: Frieze, Issue 10, June–August 2013