Linked Data is the W3C effort to move data out of silos and into the interconnected web. As search engines are becoming more semantically savvy, the next big thing will be establishing connections between different pieces of data by linking.
It is great to know the shape of a building, and the location of it, and the fact that it is a theatre called Terrace Theater. But that is still slightly ambiguous. Things would be clearer by linking to it, then we'd know the boxy shape on the map is actually this place.
But still, to repeat Sir Tim's slogan: Raw Data Now!