According to the Internet source given below, The Alhambra Theatre of Variety
was a popular music hall in Leicester Square, West End of London. It was built and opened in 1854 as the Royal Panopticon of Science and Arts
but went bankrupt less than two years later. E.T. Smith bought it renaming it Alhambra Palace in which a circus ring was installed. Later, he converted the building in 1860 to a dance hall which then reopened as the Alhambra Palace Music Hall.
The Alhambra Theatre of Variety was predominantly used for the popular entertainment of the day. The usual music hall acts were performed but also staged ballet and light opera as well as early films shown.
made her final appearance here in 1922.
The Alhambra was torn down in 1936 and The Odeon Leicester Square is now on the site.
||Alhambra Theatre of Variety
||Description by wikipedia.org.