At the turn of the last century, as part of their effort to establish Times Square as the new entertainment center, Oscar and William Hammerstein installed a roof garden cabaret on top of their 42nd St. corner theater. Made possible by the invention of elevators and cooled air, roof gardens caught on as a temperate weather late night activity. William Hammerstein’s programming featured vaudeville stars and their imitators. You can see the logo for their Paradise Roof Garden on the Vaudeville Nation site — a young woman sipping an iced drink surrounded by Japanese lanterns. By 1913, the Ziegfeld Midnight Frolics were added to the summer show schedule until Prohibition killed them off.
Florenz Ziegfeld, Jr., his colleagues and rivals maintained the roof gardens but changed the shows to miniaturized revues for visitors who ate and drank at small tables, occasionally getting up to Turkey Trot to a dance band. There were glass bottomed ramps and balconies on which the cast made entrances and exits. The smaller stage was ideal for a small dance chorus (8-12 women, compared to the 48+ appearing in the Follies), vocalists, exhibition ballroom dance teams, and stand-up comics, such as Will Rogers and Eddie Cantor. At least once in each revue, there was a production number that encouraged the audience members to inter-act with the dancers.
The chorus on the balcony dangled fishing rods or skeins of yarn over the balcony and exhorted the visitors to “help” them — the knitting one, in a WWI edition, was "Every Girl is Doing Her Bit." Perhaps the best remembered audience participation numbers involved balloons. The image above shows Helen Barnes (who performed in both the Follies and Frolics, 1914-1918). She led a Balloon–clad chorus in “The Midnight Frolics Girls” (by Dave Stamper and Will Vodery), which ended the 1915 Follies, inviting the audience to continue their evenings upstairs. You can see the chorus dancers, with balloons on the hems of their dresses, in a White Studio contact sheet mini-image.