Chicago

The Auditorium is one of Chicago's architectural masterpieces. Built in 1888 on the northwest corner of Congress and Michigan, it combines Dankmar Adler's engineering ingenuity with Louis Sullivan's architectural virtuosity. It was the brainchild of Ferdinand Peck, a Chicago impresario devoted to bringing the city a world-class opera house and theater. A hotel and office block were added in 1890 to ensure the theater's economic viability. The Auditorium demonstrates Adler's technical ability to accommodate a variety of uses, from political conventions to grand opera, under one roof. Innovations in foundation technology allowed the large, heavy building to be constructed on notoriously marshy land, and the latest techniques were employed to give the building uninterrupted spans.

Further reading on The Auditorium Building:

http://chicagology.com/goldenage/goldenage009/ 

The first notable African American nightspot was the 900-seat Pekin Theater at 2700 South State Street, Chicago established by policy kingpin Robert T. Motts to diversify his operations. It became a showcase for black musical talent. A stock company was established to perform dramatics, operettas, and comic operas. The Pekin, often called the “Temple of Music,” opened the first all-black show ever produced in Chicago on June 18, 1905 to an estimated crowd of 400 patrons. 
Founded during a time when all existing theaters were white-owned and managed, the Pekin had to overcome skeptics who questioned black management capabilities and who expected black theatrical performances to be confined to minstrelsy. 

Further reading on the Pekin Theater:

http://www.blackpast.org/aah/pekin-theater-1905-1911