Cain's Ballroom – Tulsa, Oklahoma Cain's Ballroom is a historic music venue in Tulsa, open since 1924. Originally built as a garage, it became a dance hall in the 1930s and was soon home to Bob Wills and His Texas Playboys, who helped popularize Western Swing music. This earned the venue the nickname "Carnegie Hall of Western Swing."Over the years, Cain’s has hosted tons of legendary acts, from rock bands like The Sex Pistols to artists like Leon Russell and Jack White. The place is known for its iconic spring-loaded dance floor, creating a one-of-a-kind atmosphere for live shows. In 2003, Cain’s was even added to the National Register of Historic Places, solidifying its place in music history.