Firstly before, I begin, if you've never seen the Fox Theater, you can see it here. I recommend you see it in person, its at the corner of Peachtree Street and North Avenue.
The Fox Theater started out as a temple of the Scottish Rite of the Masons. I can't elaborate more into that, simply because I don't know too much, though I think the lodge that inhabited it is still around here somewhere. However, the first thing you will notice is the theater looks as if it is influence by Arab design. Which is true, the theater is a westernized version of what you might find in the Arab World.
However, Architecture aside, the Fox Theater is incredibly interesting. It has a great history after its life as a Masonic Lodge. During the Civil War, it served as a Confederate Ammo Cache. This supposedly contributes to the haunted status of the Theater, as supposedly there is a tunnel at the bottom of the theater were the ammuntion used to be stored. People still report seeing confederate soldiers there standing guard.
In addition, supposedly an avid theater goer who always dreamed of being an actress inhabits the grounds. She was always one who wanted to be on stage, and gain acclaim, but it never happened for her. However, she had such a strong bond to the theater that after her death, she haunted the grounds. Now she supposedly steals the roses from the Actress' rooms.
However, this must be taken with a grain of salt as almost ever college or university in the Atlanta and Metro Atlanta area claims to be haunted in the theater department. You have to remember this, and keep it in mind.
But definately, the theater is worth looking at. Its a great facility and makes a great night out!