We're playing the Palace!

The Palace Theater was originally part of the Orpheum circuit, the highest level of vaudeville.

One thing I remember about Chicago is that there are lots of underground connections. Sure enough, when I went to visit the theater tonight I walked first downstairs to the orchestra pit, then through a mysterious hallway, past doors that said DANGER HIGH VOLTAGE, up some stairs and ended up in the lobby of a hotel. (not mine)