The Saint Louis Coliseum existed from 1908 to 1953. At the time it was said to be the largest public building and it boasted the largest indoor swimming pool as well as having hosted the 1916 Democratic National Convention among other things. It was very popular in it's day, however, the new Kiel auditorium built in the 1930's would bring about the eventual decline of the Coliseum. It was condemned in 1952 and razed shortly afterward in 1953. Luckily, these images (courtesy Missouri Historical Society) were taken in 1952, just before it met it's demise.
Largest indoor swimming pool: