They played at the Willowbrook Ballroom once, but not listed on Wikipedia...
Willowbrook Ballroom - Wikipedia
There's a ghost story about a woman who used to dance there and disappeared one night when she was walking home... Her ghost appears periodically and interacts with men and then disappears suddenly...
Resurrection Mary - Wikipedia
Where Does Resurrection Mary Dance? Her Suburban Haunt Is Gone
Meet Resurrection Mary, the ghost of Archer Avenue - Chicago Reader
Willowbrook Ballroom is not far from here...