He went to THE WILL ROGERS FOLLIES when his then-girlfriend/fiancee Marla Maples replaced Cady Huffman as Ziegfeld's Favorite.
I also remember a story of him and his (by then) new wife going to the opening night of the DAMN YANKEES revival. Apparently, celebrities were asked to sign baseballs for display or charity or something. When his wife signed hers "Marla Maples," he took it back and handed it back to her and said something like "Forgetting something?" She then added "Trump" to her signature.