This is a great question. Most of the entertainment that was popular in the 1900s and even today have some connection to the past. With this said by the 1900, there were some new forms of mass entertainment.
First, football became bigger. In fact in 1902, the first Rose Bowl was played between Stanford and Michigan. Michigan won this game. So, we can say that people started to attend football games by the early 1900s. We can say the same about baseball as it was still in its infancy stages. 1903 was the first World Series.
Second, radio probably became the biggest form of mass entertainment. Families and friends would get together to listen to various radio programs.
Third, in a few decades, the television would be in people's homes.