Conversation so far:
Did The band have a name or was its name The Band
When Robbie Robertson and their new manager Albert Grossman worked out the contracts, the group's name was given as the Band.
Who were the members of The Band with Levon Helm?
Rick Danko, Garth Hudson, Richard Manuel, Robbie Robertson, and Levon Helm were members of The Band with Levon Helm

Question: Where did they play?
Self-contained rewrite: Where did The Band with Levon Helm play?