Her Majesty's Theatre, Sydney, Australia, refers to three theatres of the same name:  

One was a theatre which opened on 10 September 1887 and closed on 10 June 1933. It was located on the corner of Pitt and Market Street, Sydney, where Centrepoint stands today. 

The second was located in Quay Street. It had opened with the show "Sunny" in 1927 as the Empire Theatre. When J.C. Williamson wanted a long run for My Fair Lady, they renamed the theatre Her Majesty's. The theatre barely survived the 1960s and was destroyed by fire.  

The third was also located at 107 Quay Street, Haymarket (near Central Station). It opened on November 30th 1973 but is no longer standing. Apartments were built on the site. 

The foundation stone was laid by Sydney Mayor Thomas Playfair in December 1884. The opening play was Henry V, George Rignold was the lessee and lead player. The Governor of New South Wales, Robert Carrington attended the opening night, arriving with his wife in a carriage, with a military escort.  

Rignold held the lease for eight years, his final production was ‘Cloncarty’ on 21 September 1895. For a short period, Alfred Woods leased the theatre, then J. C. Williamson and George Musgrove took over in 1896. 

Financial pressures from a new amusement tax, competition from the new talking movies and the economic climate led to the closure of the theatre on 10 June 1933. The last performance was The Maid of the Mountains, starring Gladys Moncrieff. Bulldozers moved in the next day and demolished the theatre. A Woolworth’s store opened on the site 22 March 1934. http://en.wikipedia.org/wiki/Her_Majesty%27s_Theatre,_Sydney