Began life as a theatre in 1705. It became an opera house within the first decade of its life. It was destroyed by fire in 1789 but was rebuilt and opened again in 1791.
It burnt down again in 1867 and reopened the following year. In 1877, it was rebuilt and reopened again. It was closed in 1891 and demolished.
A new theatre opened in 1897. It was built as a rival to the Theatre Royal Drury Lane. The Royal Academy of Dramatic Arts started in this building.
The name alternates between His Majesty's and Her Majesty's, depending on the reigning monarch.