选择 D where there
解析：
where there had once been a theatre 意思是在那个地方曾经有过一个电影院.用的是 there be 句型,其中：
-- 先行词是 guilding
-- 关系副词 where 指代 at the building (在教学楼处),在从句中作状语.
其它选项添入后句子不通顺;
A,that had once been a theatre 是分隔定语从句,也可以说 a new school building that had once been a theatre was put up,但是意思说不通,不能说那座教学楼曾经是剧院,那样就成了把剧院改建成了教学楼,而不是新建造的.
B.where had once been a theatre 从句缺主语.
C where it had once been a theatre 中代词 it 指的是什么?难道是教学楼曾经是剧院吗?显然讲不通.