In 1904, Red Wing became home to T. B. Sheldon Memorial Auditorium, one of the first municipal theaters in the United States. It has shown live performances or movies for more than a century, in spite of financial trouble, lawsuits, and fluctuations in audience interest.

Virginia's Socialist Opera House was one of many halls built in communities across the nation where concentrations of Finnish immigrants had settled. Used for dances, gymnastic performances, and stage plays, the halls also provided meeting places for like-minded Finns, many of them laborers who embraced socialist ideals.