The Alhambra Music Hall was a popular theatre complex located on the east side of Leicester Square in the Strand district of London. First constructed in the 1854 as the home of the scientific institute, the Royal Panopticon of Science and Art, the building was later closed down due to a lack of funds. The Alhambra was then purchased by circus proprietor E.T. Smith, who briefly used it as a circus before finally converting it to a music hall in 1860.
By 1868, the Alhambra was bought and refurbished by Maxwell Roth, leader of the gang known as the Blighters, who maintained it as a base of operations while funding public performances as part of his regular facade. Following a severed alliance with Jacob Frye, Roth staged a dramatic performance at the theatre dedicated to the Assassin. Titled Corvus the Trickster, the show featured a number of dangerous stunts that culminated in Roth setting the theatre ablaze, before he was eventually assassinated by Jacob.