The Capitol Theatre in Windsor was designed by celebrated theatre architect Thomas W. Lamb, and opened in 1920.
At that time, it was known as Loew’s Windsor Theatre, and like the other venues in that chain it was a combination house, offering both vaudeville and moving pictures. In 1975, the theatre was subdivided, and given three auditoria.
In 1993, threatened with demolition, the city, provincial, and federal governments stepped in to provide grants for a restoration. After extensive rennovations, the theatre re-opened with a Gala-event on September 8, 1995 and became a Heritage Site under the Ontario Heritage Act in April 2000.
The WSO took over operation of the historic Capitol Theatre in September, 2012. In addition to it becoming the new performance home for the Orchestra, the WSO manages the Capitol as a community theatre. 
Big thanks to RayQix for attaching the images.