The Cheetah, previously the Aragon Ballroom, was located at the Pacific Ocean Park Amusement Pier in Venice, CA. Besides the Dead other bands such as The Doors, Alice Cooper, Pink Floyd, Love, The Mothers of Invention, The Seeds, Buffalo Springfield and others played there. It closed in 1968.
photo from Sunset Sunshine at Flickr
The Cheetah was yet another dance club in a line of dance clubs in this building that had been operating on Lick Pier since the 1920s. When Lick Pier opened it was 800' x 225' and had the ballroom plus several amusement rides. The future home of the Cheetah was built in 1922, as the Bon Ton Ballroom, and the interior of the huge 22,000 sq. ft. ballroom was decorated in a modified Louis XV motif. According to Jeffrey Stanton's excellent Venice History page, Carlyle Stevenson and his orchestra "entertained nightly and all day on weekends." And aren't you lucky? You can hear Carlyle Stevenson's El Patio Orchestra play "By the Light of the Stars" over at archive.org! While you're there download a GD show or two or ninety.
Lick Pier in 1925, the Bon Ton Ballroom is the red-roofed building behind and to the left of the Lick Pier sign. Picture from the Pacific Ocean Park Amusement Pier website
I'm not sure how long Carlyle performed there but it was still called the Bon Ton Ballroom in 1931. However, by 1936 it was known as the Lick Pier Ballroom and in 1942 it became the Aragon Ballroom. By the 1950s people seemed to be more interested in TV than in an old-fashioned amusement park (thus beginning a long slow decline...). At some point in 1951 one of the orchestras to play there attracted only eight couples. The doors were about to shut but the manager decided to hire Lawrence Welk and his orchestra, who had entertained dancers there in 1946. That turned out to be a huge success and Welk's performances were weekly broadcast over local TV (later to be picked up nationally by ABC). Welk left the Aragon in 1961 for ABC studios at the Hollywood Palladium.
The ballroom remained the Aragon until February 1967 when it was remodeled and renamed the Cheetah Club. Based on a Google news search it appears the club closed sometime around or after June 1968. There are no further references to it until 1969 when an 8/3/69 LA Times article mentions the "defunct Cheetah Club". At that point the city was discussing ways to demolish the entire pier and all the buildings on it. A fire took care of that for them. I'm not sure what was in the building after 1968 - it was probably empty - but it burned up along with Lick Pier in a May 1970 fire while thousands watched. It was one of the last nails in the coffin for this area which, like the area where the Family Dog at the Great Highway was located, had been an amusement park since the 1920s.
It still looks like a nice beach though...
(Most of the information for this post came from Jeffrey Stanton's Venice History page and the Pacific Ocean Park Amusement Pier website. Both are excellent resources and I highly recommend checking them out).