Update: Gutted in 2019.
Most people have seen the old National Guard Armory on the south side of Highway 40 along a desolate stretch of far west Market Street. I searched for any information on this building, that looks like it dates from the 1920’s or 1930’s, but can’t seem to find much information on it.
Apparently there was a Grateful Dead concert back in 1968 in the armory, and you can actually buy a ticket from the concert.
Also apparently it was the site of tennis matches, according to the Post-Dispatch, and also supposedly softball games.
You can see a satellite image of the building here. It’s a magnificent building, with a nice combination of cut stone and tan brick. Sadly, the location is really terrible; you have to turn down a narrow street and then Highway 40 is looming above you. The area looks like it will remain industrial for the near future, and there’s more than enough concert venues around town. Perhaps it would be a good place for “adventure” sports, such as rock climbing walls or other things that highly active people do.