Conversation so far:
Who put together the orchestration for Rhapsody in Blue?
The musical, Rhapsody in Blue was orchestrated by Ferde Grofé.
What instruments are in the orchestration of Rhapsody in Blue?
Instruments included in the musical, Rhapsody in Blue are piano, oboe, clarinet, saxophone, trumpets, French horns, trombones, tuba, percussion, banjo, and violins.

Question: Where was it played?
Self-contained rewrite: Where was Orchestra in Blue played?