Red Wing's turn-of-the-century Sheldon Theatre showcases the best in arts and entertainment from Minnesota's heartland and beyond. It operates year-round, presenting a broad range of touring events including music, theatre, dance, comedy, films, lectures and more. The Sheldon also produces its own shows starring local artists and performing arts groups including The Sheldon Theatre Brass Band, The Phoenix Theatre and The Red Wing Singers.

Built in 1904 with funds from local businessman T.B. Sheldon, The Sheldon is the country's first city-owned theatre. In 1986 it was gloriously restored to its original grandeur. Described as a "glittering jewel box," it charms performers and audiences alike.

Performances are made possible in part by a grant provided by the Minnesota State Arts Board, through an appropriation by the Minnesota State Legislature from the Minnesota arts and cultural heritage fund with money from the vote of the people of Minnesota on November 4, 2008, and a grant from the National Endowment for the Arts.