In Act I, chapter "Of all the Gin Joints", as you leave for the Ghost Note Theater, keep walking past, DON'T ENTER THE THEATER.
Keep going along the road until you get to a ghostly gramophone, touch the gramophone .
Climb the shadow that now appears on the wall until you get to the ledge with the luminarie.
Now from the ledge jump down into the stairs and go through the door that's ahead.
Once inside, turn left and press X on the switch.
A little later on you'll get this cheev.
While you are in the vicinity of the Ghost Note, you can get these: