Jon Schaefer devoted a week of Soundcheck to the remembering great vanished venues. I caught the episode about New York's epic dance club, Danceteria, a revolutionary spot, open from 1980 - 1986 with three floors, tons of live performances and the first video lounge with live visuals. (They imagined the lounge would be the spot for shy kids to flirt if they were intimidated by the dance floor.)
Danceteria is also where Madonna (who was a club regular) first got on stage. Lo and behold: it was recorded.
The Soundcheck piece is here: