Clayburgh died Friday after battling leukemia for over two decades. She was 66.
The marquees will go dark Tuesday at 7 p.m. for one minute.
Clayburgh's Broadway credits include Noel Coward's "Design for Living," the original production of Tom Stoppard's "Jumpers," and the musicals "Pippin" and "The Rothschilds."
The New York native also appeared in movies such as "An Unmarried Woman," "I'm Dancing As Fast As I Can," "Silver Streak" and "Running With Scissors."