Those are f-ing creepy. Freaked me out when I saw them. Most human statues stay like that but noooo, once you use that weapon upgrade thing in the wine place's cellar these things break the system and move with concrete, emphasis on that, CONCRETE all over them.
They appear only in Fort Frolic. They will leave you alone, but only if you do not activate a hidden Power to the People machine. They are at first frozen in poses, but the activation of the machine leads them to continually re-spawn, until you leave. Therefore, it is recommended to use the machine only after completing the mission objectives given by Sander. Ask anyone who has played against them. Hope this helps.