This downtown theater first opened in 1906 as the Majestic Theatre, Chicago’s first million dollar-plus venue and the city’s tallest building at the time, hosting various vaudeville shows and luminaries like Harry Houdini. Now the Broadway In Chicago venue is one of the country’s major touring houses. In addition to performances, the ornate theater also hosts behind-the-scenes tours on Saturdays. www.broadwayinchicago.com. 18 W Monroe St., 800.775.2000. El: Red, Blue to Monroe.