The first Madison Square Garden was constructed in 1871Barnum's Monster Classical and Geological Hippodromeand Madison Avenue(4th avenue). Architect Stanford Whitebought this open-air venue of fire eaters and chariot races and changedits name to "Madison Square Garden" in 1879. The second Madison Square Garden was designed by White and built onthe site of the first in 1889. In 1906, White was shot dead inthe Garden's rooftop cabaret by a man he had allegedly cuckolded. The New York Life Company owned the land it was on, and in 1925 theydecided the land was a good place for their headquarters. The third Madison Square Garden was built in 1925 on Eighth Avenuebetween 49th and 50th Streets. The building was eventuallytorn down, and is now the site of World Wide Plaza. The fourth Madison Square Garden (the current one) was built between1963 and 1968 on top of a new Pennsylvania Station on Seventh Avenuebetween 31st and 33rd Streets. Pieced together fromplus a tidbit or two from perdedor.