The Bangles concert takes place at the Pastorella Theatre in New York City, a fictional entertainment venue. In Italian, pastorela means “shepherdess”, and a pastorella can mean any musical or literary work with a pastoral theme, a church composition for the Christmas season, or a medieval poem or song involving love for a shepherdess. The Pastorella Theatre therefore has a name connected with music.
In real life, The Bangles appeared at the Irving Plaza at 17 Irving Place in Union Square, Manhattan when they played in New York during their reunion tour; the date was October 2 2000. For the concert venue in this episode, the exterior shots are from the Warner Bros. Theater in Burbank, while the interior shots are from The Wilshire Ebell Theatre in Los Angeles.
The Annotated Gilmore Girls 