Hi WexDor,
A quick Google on this, (the weather is awful here in Herts today:-) turned up the following items held by The West Glamorgan Archives:
Romilly

Glass slides showing construction work in Swansea, 1930-1935
<D/D Z 119/27-31> Plaza Cinema, St Helen's Road (later Kingsway), Swansea: Construction of exterior walls, auditorium seating and roof. 1930
[5 slides]
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<D/D Z 119/32-35> Plaza Cinema, St Helen's Road (later Kingsway), Swansea: Views of completed auditorium, staircase and entrance hall, and upper foyer. 1931
[4 slides]