Textual References:

Carrie performs the role of Laura in Under The Gaslight by Augustin Daly at Avery Hall. The play is produced by Chicago's Order of Elks. Carrie appears under the name "Carrie Madenda" - the name Drouet gives her (Chapter XVI - Chapter XIX).
"Dreiser appears to have based Avery Hall on the Waverly Theatre, on Madison and Throop, near which he and his family had lived in the summer of 1884..." (fn.110).
See also: Theatres

More About:

The Waverly Theatre.
Augustin Daly - Daly's Theatre.
Under The Gaslight - reviews and criticism.
Bryan Waterman writes about Under the Gaslight in the Cambridge Companion to NYC...see Bib.

Further Reading:

Dreiser, Theodore, and Donald Pizer. Sister Carrie: an Authoritative Text, Backgrounds, and Sources Criticism. New York: W.W. Norton, 2006. Print