In 1882 a local benefactor, Walter Tebbitt, who lived at Brook Cottage at the end of Brunswick Place built the Shaftesbury Hall on the site of a derelict house nearby for the moral benefit of the townspeople.

This was known as “Our Room”. Later that year Tebbit held a fundraising event there to pay for a parochial room for the vicar. At this event, he demonstrated Gower and Ball’s loud speaking telephone, which connected a room in Brook Cottage to Our Room, where people could hear music and speech from the house.

There was living accommodation for a caretaker, who strictly controlled the use of the building. It was not popular with local people and fell into disuse.
In 1950, the dilapidated building was rescued and renovated to become the town’s Shaftesbury Theatre.

The theatre has a ghost called Esmerelda, who switches the light on and off at critical moments. One time the cast arrived for a performance to find every light in the theatre blazing.