Going to a Memorial Day dress rehearsal and we want to bring some grub. I know we can't bring such things into the actual building, but the website doesn't mention items that are allowed onto the grounds. Going to a Memorial Day dress rehearsal and we want to bring some grub. I know we can't bring such things into the actual building, but the website doesn't mention items that are allowed onto the grounds. Okay, went to the event at the West Lawn, and we were able to bring in picnic bags; and though we didn't have one, I'm sure we could've brought a cooler. Everyone goes through metal detectors and they do a brief search of all bags and containers.