The Fox West Theatre opened as the West Theatre on March 16, 1908, with a performance of The Bondman. It was built by Ed West, a Trinidad businessman, and designed by local architects I.H. and W.M. Rapp, who were related to the founders of Rapp & Rapp—the firm behind major theaters like the Uptown in Chicago and Kings in Brooklyn.

Construction used over 2 million bricks and 12 railcars of Portland cement. The foundation extends 40 feet below street level, and the stage wall is over 115 feet tall. The building includes a 40-foot-deep lobby and a 63-foot-high auditorium with two balconies and an elliptical proscenium arch. Capacity was originally 1,150 seats. A ballroom in the basement opened two months later, on May 20, 1908.

The first film was shown at the West Theatre on November 3, 1908. After Ed West’s death in 1911, the theater was sold in 1920 to Kohn and Fairchild Amusement Co. It changed hands again in 1929, when it was acquired by the Fox West Coast Theatre Company, renamed the West-Fox Theatre, and updated for sound films. A marquee was added in 1935. In 1942, the name was shortened to the Fox Theatre.

On February 17, 1959, ownership transferred to John, Marie, and Salma Sawaya, members of a prominent Lebanese family in Trinidad. The theater was managed by their nephew, Mike Hadad, for many years. It operated as a single-screen movie house and remained active until summer 2013. The City of Trinidad took ownership of the building on January 8, 2019. It was renamed the Fox West Theatre and began hosting virtual performances during the COVID-19 pandemic. The building has not returned to regular programming.

The Fox West Theatre is one of the oldest surviving theaters in Colorado. It retains much of its original interior and exterior architecture, including the proscenium, balconies, and decorative plasterwork. Restoration plans have not been formally announced, but the building remains city-owned and intact.