We see lots of the Palace Theatre building, 630 S. Broadway, in "Whiplash," Damien Chazelle's film about the music business set in New York starring Miles Teller and J.K. Simmons (Sony Classics, 2014). Much of the building, however, isn't recognizable. Miles goes to a film ("Rififi") at the theatre (the Palace) with his dad.
The next morning we're at a rehearsal studio (the Palace's 5th floor
loft) and soon in a hallway (the Palace's basement lounge corridor)
outside a classroom. When going through the door in actuality you'd be not in a nicely paneled room but in the plenum space under the auditorium floor. Later we go back to the theatre -- the Palace lobby
again. We also get a nightclub scene using the Palace ticket lobby.
See the pages on the Los Angeles Theatres site about the Palace Theatre for photos all over the building. It's a 1911 vintage house that opened as the Orpheum.
At the end of the film we go to Carnegie Hall. The Orpheum Theatre, 842 S. Broadway, is standing in for it.
See the Los Angeles Theatres pages about the Orpheum Theatre
for a history of the 1926 vintage vaudeville house along with several
hundred photos. It's a design by G. Albert
Lansburgh, who also did the earlier theatre for the circuit.
On IMDb: "Whiplash"