MRS. KIM: Reception at Elks Lodge. Two hundred guests. Food goes fast. Let’s move.
The Benevolent and Protective Order of Elks (often known as the Elks Lodge or simply The Elks) is an American fraternal order founded in 1868, originally as a social club in New York City which borrowed rites and practices from Freemasonry. They focus on social activities, charitable causes, and patriotic events. Until 1973 they were an all-white orgnisation, and they only admitted women in 1995.
In real life, there are numerous Elks Lodges in Connecticut, including one in Hartford [pictured] – which you really can hire for weddings. I think this one is meant to be in Stars Hollow, which maybe seems a little small to have an Elks Lodge.
The Annotated Gilmore Girls 