Heritage Open Day: Ever wondered what's behind the doors of Cheltenham Town Hall? This Heritage Open Day, find out for yourself. Step inside this grand building, built in 1902–03 to host Cheltenham's balls and concerts, and admire its striking architecture. Ever wondered what's behind the doors of Cheltenham Town Hall? This Heritage Open Day, find out for yourself. Step inside this grand building, built in 1902–03 to host Cheltenham's balls and concerts, and admire its striking architecture, including the Main Hall's Corinthian columns and coved ceiling. Wander at your own pace on a self-guided tour. Our café will be open throughout the day for refreshments.