The Bailey was a purpose-built downtown movie theater constructed in 1940 at 16-18 North Front Street, on the site of the Purcell House Hotel.
Its grand opening on December 23, 1940 consisted of a parade at which the mayor was present to receive the theater on behalf of the city.
The theater had a modern façade with vertical stucco columns and a prominent marquee. There was space for two store fronts on either side and both live and cinematic productions could be accommodated. The Bailey was racially segregated, with an entrance for African American patrons to the left exterior of the building and separate balcony seating. The architect, Erle Stillwell, designed the Bailey with two balconies: a lower one for white patrons and an upper balcony for African Americans.