Here are four out-of-the box Brooklyn venues. Two double as theaters and two are restaurants. All offer a creative vibe if you are looking for something unique. 1. National Sawdust Located in Williamsburg, National Sawdust is an unparalleled venue and non-profit organization, housed and constructed within a preserved century-old sawdust factory. At its core is a flexible main hall, architecturally and acoustically designed to provide unmatched visual and auditory experiences.