The original Spa opened on 27 July 1896 under the management of Henry Hague, with Herr Meyer Lutz conducting the Grand Band. For sixpence you could stay all day, take the gardens, eat in the pavilion, dance under a glass dome, watch a show in the Spa Theatre. It worked. Bridlington was riding the late-Victorian seaside boom, and the Spa was the resort's social engine. Then on the evening of 20 October 1906, a fire broke out around nine and the theatre was destroyed. Nine months later, in July 1907, a new opera house opened in its place. Mrs Beerbohm Tree, wife of the great impresario, performed the ceremony. That 1907 Edwardian theatre, restrained Italian Renaissance ornament inside, is still essentially the building you walk into today.

The local council bought the Spa in 1919 and tore down most of the 1890s buildings in 1925, replacing them with a new Spa Royal Hall that opened in 1926 at a cost of 50,000 pounds. It was a flagship Art Deco ballroom. On the night of 29 January 1932, it burnt down. The borough architect Peter Newton designed a replacement and the contractors built it in 52 days. The new Royal Hall reopened on 29 July 1932, complete with the leaded-glass dome that arches across the dance floor. For decades the glass was painted black during the war years and then forgotten, until the 2008 restoration cleaned and uncovered every pane. The dome now glows again exactly as it did the day it opened, ornate frieze repainted, sunburst gilding spread across the ceiling.

For nearly a century the Spa stood in the surf line of the North Sea. The harbour shelters it, but tidal flooding and sea air did their patient work, corroding steelwork and spalling the concrete. By the early 2000s the structure was failing. East Riding of Yorkshire Council commissioned a 20.5 million pound rebuild between 2006 and 2008, funded by Yorkshire Forward, the European Development Fund, and council money. Engineers stripped the Edwardian theatre back to the bone and rebuilt it with 675 new seats and modern technical kit. The Royal Hall got new foundations and a new sprung wooden dance floor. The Spa reopened in May 2008 and hosted The Pigeon Detectives for its reopening week.

Between the wars the Spa stuck to its formula, plays and variety in the theatre, dancing in the Royal Hall, Herman Darewski directing music from 1924 to 1939. After 1945 the package holiday and the motorcar pulled the British seaside resort apart, and the Spa had to adapt. The Royal Hall became part of the British rock circuit and has stayed there for more than three decades. The World Darts Championship played here. The 2008 Winmau World Masters returned. In 2016 the venue rebranded ahead of Hull's UK City of Culture year, and the Spa Theatre got a new centre aisle with curved rows of seats for better sightlines. David Bowie played the Spa. Morrissey played the Spa. So did Madness, The 1975, Kasabian, and Kaiser Chiefs. Oasis closed the indoor chapter. The dome keeps glowing.