You can read the rich history of this building at the BhamWiki site linked below. In 1910 the facility was purchased by the Shubert Organization, a chain of theaters that still operates today. Although Shubert was successful at the site, the fire marshal declared the building unsafe the following year. The building was finally demolished in 1915. Today a plaque marks the location. Before his death in 1910, O'Brien had served in the Alabama House of Representatives and as Jefferson County Sheriff and Mayor of Birmingham.
The last photo below shows the Shubert Theatre Orchestra which had a very short life.
This undated photograph shows O'Brien's Opera House.
This photograph notes that H.E. Snow was the orchestra's manager. The Archive site linked below identifies the date of this photo as somewhere between 1890 and 1910, but the Shubert Theatre operated only in 1910 and 1911. Of course, some of the musicians may have played in previous orchestras at the theater.
Source: Alabama Department of Archives & History Digital Collections