This theatre designed by the German architect Rudolphe Cabanel, began life in 1818 as the Royal Coburg Theatre under the patronage of Princess Charlotte of Wales and her husband Prince Leopold of Coburg. In 1834 it was renamed the Royal Victoria Theatre under the patronage of Victoria, Duchess of Kent. It went through some financial difficulties in the 1870s and reopened as the Royal Victoria Palace. In 1880 it was taken over by Emma Cons, see there for more information.
In George Eliot's 1876 novel 'Daniel Deronda' a character, Mirah aged 19, comes to London looking for the Coburg Theatre where her father had worked when she was a child and the family living in nearby 'Colman Street', near to Blackfriars Bridge. She is told "... that's all done away with. The old streets have been pulled down; everything is new." We can't find anything to substantial this description, nor the existence of a Colman Street nearby.