We see lots of the Palace Theatre building, 630 S. Broadway, in "Whiplash," a film about the music business set in New York starring Miles Teller and J.K. Simmons (Sony Classics, 2014) although much of it 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. Later we go back to the theatre -- the Palace lobby again. We also get a nightclub scene using the Palace ticket lobby.
On IMDb: "Whiplash"