Houdini worked at Tony Pastors very briefly in January of 1895. They were excited about the opportunity as it was a step up from the Dime Museums. The Houdinis, Harry and Bess, worked at Tony Pastor's for a week. According to the Kenneth Silverman biography on Houdini, they received the following 'glowing' endorsement from Mr. Pastor, "The Houdinis act as performed here I found satisfactory and interesting." I guess they should be happy they didn't stink up the place, lol.
Below is a photo from the Museum of the City of New York, showing the outside of Tony Pastor's Theatre in 1895, the very same time Bess and Harry performed there.