Many early opera, mass and masque composers left portions unwritten, those not essential to their conception, to be filled in by the orchestra members, with instruction "and continuo." The musicians had to be good improvisors.
These gaps were filled in as Lox describes, often by harpsichord or clavecin and/or other instruments complimentary to the action, mood or story.

(Not the same thing, but brings to mind the piano players who accompanied early silent movies. And often how a small-town church organist eked out a living.)