The Building was originally built for use of a Town Hall in Sandy but was never used for that purpose. 

The entry for the Town Hall notes that it was built in 1906. It has exposed brick on the ground floor and render with an ornamental half-timbered effect above. A balcony lies above the entrance, supported on pillars. A bell tower stands at the entrance end.

In 1920 a cinema opened at the Town Hall. It was called the Victory Cinema and was owned by Edward Charles Gray. In his booklet published by Bedfordshire County Council in 1981 and entitled Bedfordshire Cinemas, G. C. Peck noted that Sandy String Band played for all the films which were, of course, silent before the late 1920s and early 1930s. Later a solo pianist, Ida Warren, who had been a member of the string band, provided the accompaniment. The projector was powered by a gas engine which lay in an iron shed adjoining the hall.

In 1948 the building was damaged by fire and was rebuilt in its present form. The new cinema opened in 1950, was re-named the Albany and could seat 329 people. The premises were now shared with Sandy Liberal Club. The cinema closed in February 1964 but in 1967 it was specially licensed to show occasional scouting films using hired equipment. By 1981, however, the cinema had been taken over by The Roundabout Club. 

The Roundabout club has continued the up keep of the building and has had many refurbishments inside and out, upstairs and downstairs since 1981.