People have asked. Each year the two-day event is held at Madison Square Garden, which can trace its birth back to this famous canine carnival. The first "First Annual New York Bench Show of Dogs" (1877) was held in the old depot at Madison Square, known at the time as Gilmore's Garden (formerly P.T. Barnum's Hippodrome).
According to Miriam Berman's Madison Square, "...it was in fact one of the canine show's executives, W.M. Tileston, who in 1878 picked up Gilmore's expired lease and kept the arena functioning by booking a variety of sports such as tennis, archery, and riding...Cornelius Vanderbilt had died in 1877, leaving his son William K. Vanderbilt with, among other holdings, the properties of the old depot on Madison Square. The younger Vanderbilt decided he would continue to rent the premises to various specialty shows, such as the circus and dog shows, but the main use of the complex would be as an athletic center. He officially renamed the arena Madison Square Garden, combining the name of the park, 'Madison Square,' with the 'Garden' of Gilmore's venture, and reopened it Memorial Day 1879."