Approximate location (in the Levee District) of the infamous burlesque house "Palace of Illusion." Managed by magician Harry Thurston, brother of Howard Thurston, circa 1910.
Harry lived in the apartment above the club. When Howard Thurston's tour was in dire financial straits, it's said that Harry funded Howard's show through profits from this business.
526 S State is a known address of Palace of Illusion, but numbers from around the time of the street renumbering are difficult to place with precision. Particularly in this case because almost the entire Levee was demolished by 1930s.
Link: The Levee on Wikipedia.