Background: Richard "Red" Skelton (July 18, 1913 - September 17, 1997) was an American comedy entertainer. He was best known for his national radio and television acts between 1937 and 1971, and as host of the television program The Red Skelton Show. He has stars on the Hollywood Walk of Fame for his work in radio and television, and also appeared in burlesque, vaudeville, films, nightclubs, and casinos, all while he pursued an entirely separate career as an artist. Skelton began developing his comedic and pantomime skills from the age of 10, when he became part of a traveling medicine show.
Context: Skelton and Edna worked for a year in Camden, New Jersey, and were able to get an engagement at Montreal's Lido Club in 1934 through a friend who managed the chorus lines at New York's Roxy Theatre. Despite an initial rocky start, the act was a success, and brought them more theater dates throughout Canada. Skelton's performances in Canada led to new opportunities and the inspiration for a new, innovative routine that brought him recognition in the years to come. While performing in Montreal, the Skeltons met Harry Anger, a vaudeville producer for New York City's Loew's State Theatre. Anger promised the pair a booking as a headlining act at Loew's, but they would need to come up with new material for the engagement. While the Skeltons were having breakfast in a Montreal diner, Edna had an idea for a new routine as she and Skelton observed the other patrons eating doughnuts and drinking coffee. They devised the "Doughnut Dunkers" routine, with Skelton's visual impressions of how different people ate doughnuts. The skit won them the Loew's State engagement and a handsome fee. The couple viewed the Loew's State engagement in 1937 as Skelton's big chance. They hired New York comedy writers to prepare material for the engagement, believing they needed more sophisticated jokes and skits than the routines Skelton normally performed. However, his New York audience did not laugh or applaud until Skelton abandoned the newly written material and began performing the "Doughnut Dunkers" and his older routines. The doughnut-dunking routine also helped Skelton rise to celebrity status. In 1937, while he was entertaining at the Capitol Theater in Washington, D.C., President Franklin D. Roosevelt invited Skelton to perform at a White House luncheon. During one of the official toasts, Skelton grabbed Roosevelt's glass, saying, "Careful what you drink, Mr. President. I got rolled in a place like this once." His humor appealed to FDR and Skelton became the master of ceremonies for Roosevelt's official birthday celebration for many years afterward. Performing the "Doughnut Dunkers" routine led to Skelton's first appearance on Rudy Vallee's The Fleischmann's Yeast Hour on August 12, 1937. Vallee's program had a talent show segment and those who were searching for stardom were eager to be heard on it. Vallee also booked veteran comic and fellow Indiana native Joe Cook to appear as a guest with Skelton. The two Hoosiers proceeded to trade jokes about their home towns, with Skelton contending to Cook, an Evansville native, that the city was a suburb of Vincennes. The show received enough fan mail after the performance to invite both comedians back two weeks after Skelton's initial appearance and again in November of that year. On October 1, 1938, Skelton replaced Red Foley as the host of Avalon Time on NBC; Edna also joined the show's cast, under her maiden name. She developed a system for working with the show's writers: selecting material from them, adding her own and filing the unused bits and lines for future use; the Skeltons worked on Avalon Time until late 1939. Skelton's work in films led to a new regular radio show offer; between films, he promoted himself and MGM by appearing without charge at Los Angeles area banquets. A radio advertising agent was a guest at one of his banquet performances and recommended Skelton to one of his clients. Skelton went on the air with his own radio show, The Raleigh Cigarette Program, on October 7, 1941. The bandleader for the show was Ozzie Nelson; his wife, Harriet, who worked under her maiden name of Hilliard, was the show's vocalist and also worked with Skelton in skits. Skelton introduced the first two of his many characters during The Raleigh Cigarette Program's first season. The character of Clem Kadiddlehopper was based on a Vincennes neighbor named Carl Hopper, who was hard of hearing. Skelton's voice pattern for Clem was similar to the later cartoon character, Bullwinkle; there was enough similarity to cause Skelton to contemplate filing a lawsuit against Bill Scott, who voiced the cartoon moose. The second character, The Mean Widdle Kid, or "Junior", was a young boy full of mischief, who typically did things he was told not to do. "Junior" would say things like, "If I dood it, I gets a whipping.", followed moments later by the statement, "I dood it!" Skelton performed the character at home with Edna, giving him the nickname "Junior" long before it was heard by a radio audience. While the phrase was Skelton's, the idea of using the character on the radio show was Edna's. Skelton starred in a 1943 movie of the same name, but did not play "Junior" in the film. The phrase was such a part of national culture at the time that, when General Doolittle conducted the bombing of Tokyo in 1942, many newspapers used the phrase "Doolittle Dood It" as a headline. After a talk with President Roosevelt in 1943, Skelton used his radio show to collect funds for a Douglas A-20 Havoc to be given to the Soviet Army to help fight World War II. Asking children to send in their spare change, he raised enough money for the aircraft in two weeks; he named the bomber "We Dood It!" In 1986 the Soviet newspaper Pravda offered praise to Skelton for his 1943 gift, and in 1993, the pilot of the plane was able to meet Skelton and thank him for the bomber. Skelton also added a routine he had been performing since 1928. Originally called "Mellow Cigars", the skit entailed an announcer who became ill as he smoked his sponsor's product. Brown and Williamson, the makers of cigarettes, asked Skelton to change some aspects of the skit; he renamed the routine "Guzzler's Gin", where the announcer became inebriated while sampling and touting the imaginary sponsor's wares. While the traditional radio program called for its cast to do an audience warm-up in preparation for the broadcast, Skelton did just the opposite. After the regular radio program had ended, the show's guests were treated to a post-program performance. He would then perform his "Guzzler's Gin" or any of more than 350 routines for those who had come to the radio show. He updated and revised his post-show routines as diligently as those for his radio program. As a result, studio audience tickets for Skelton's radio show were in high demand; there were times where up to 300 people needed to be turned away for lack of seats. CANNOTANSWER
Question: Where did he perform?. Whats the answer?

Skelton went on the air with his own radio show, The Raleigh Cigarette Program, on October 7, 1941.