The Camp Allen grounds were located in the peninsula formed by the Ox Bow of the St. Marys River, one street south of Front Street, also known as the Cemetery Road, now West Main Street, bordered by Elm Street on the north, Cherry Street on the east, Bluff Street, now vacated Camp Allen Drive, on the southeast, Fair Street on the south, and Mechanics Street on the west.

The Grand Dutchess burned down on November 5, 1871. By the time the fire department arrived, the fire had too great a start to salvage the grandstand.

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