The Rocky Horror Picture Show is a 1975 independent musical comedy horror film produced by Lou Adler and Michael White, directed by Jim Sharman, and distributed by 20th Century-Fox. The screenplay was written by Sharman and actor Richard O’Brien, who is also a member of the cast. The film is based on the 1973 musical stage production The Rocky Horror Show, with music, book, and lyrics by O’Brien.
As zero_specs said, see if you can find a local Indy theater or college showing. There is such a rich tapestry of meta-cultural around the film, that you could watch it on YouTube and still not get any of the references online to it.