There has been a recent effort here in Chicago to start a Vaudeville Club. It's had mixd results and a little trouble getting off the ground. There is, however, a longstanding group called "3 Sheeters." They, also, have aged, but there are hopes of garnering greater interest from a younger performing artists who can help re-enliven it. Check out their website:
Home of the Greatest Vaudevillians Anywhere!