The show originally premiered at the Premiere Theater in the Streets of America section of Disney's Hollywood Studios during the 2014 Frozen Summer Fun on July 5, 2014. The show moved into it's current location at the Hyperion Theater in the Echo Lake on June 17, 2015, the former home of The American Idol Experience.
Disney's California Adventure version
On January 7, 2015, the Muppet*Vision 3D theater at Disney California Adventure began operating as the Crown Jewel Theater and presented the show as part of the park's "Frozen Fun" event. Although the event officially ended on May 15, 2015, the venue held the Frozen sing-along show until April 17, 2016. It was then closed and the theater was renamed the Sunset Showcase Theater with a movie preview in May 2016. 
Disneyland Paris version
The stage is located in The Chaparral Theater in Frontierland under the name Chantons La Reine des Neiges, it is the first version that has Olaf appears. It was ran from June 1 to September 13th, 2015 as the summer event, but it was scheduled to return on November 14, as part of the Christmas event. However, due to the Paris attacks on November 13, both Disneyland Paris and Walt Disney Studios Park were closed from November 14 until November 18. Its last run started November 11, 2016 and closed on March 26, 2017 after which time the theater returned to being used by the show La Forêt de l’Enchantement: Une aventure musicale Disney.
Hong Kong Disneyland version
Hong Kong Disneyland features an almost identical show, named simply “Frozen” Festival Show. The stage is located in the “Black Box” space known as "The Pavilion", between Adventureland and Grizzly Gulch, also the former home of "The Revenge of the Headless Horseman", an exclusive walk-through attraction for the Haunted Halloween event from 2011-2014. It was ran from June 11, 2015. Although the event officially ended on August 30, the show continued until October 4. A new version will premiere in the new Frozen Land, open in 2020.
Shanghai Disneyland version
The stage's located in Evergreen Playhouse in Fantasyland. This was the first Frozen sing-along show that would not open for a seasonal event.
Concept Art for Frozen A Sing-Along Celebration in Shanghai