Built in 1924 in the heart of downtown Tulsa, historic Cain's Ballroom has been host to thousands of musicians and performers throughout the years. It was the site of Bob Wills & The Texas Playboys' first regular radio broadcast, and they continued to play there regularly. The establishment is known as "The Home of Bob Wills," as well as "Carnegie Hall of Western Swing." Today, the ballroom still is a favorite with its spring-loaded dance floor and different genres of musicians who cross the stage. 

In addition to its notoriety as a music venue, Cain's Ballroom is also rumored to be haunted by the ghost of Bob Wills himself, and it is thought the ghost may have contributed to the success of the venue. There have also been sightings of a "lady in red" who has been seen, heard and felt by both employees and patrons.