"What's the use of these theatres?" (Situational Irony)
Olenka retorts with this line when a friend suggests to her that she and Pustovalov should go to the theater to take a break from Pustovalov's business. When Kikun was still alive, all Olenka cared about was the theater, so it's a bit ironic when she now expresses disdain for it. Chekhov uses this reversal to ironically demonstrate how much Olenka's entire being changes depending on the man she devotes her love to.
Kikun Gets Detained (Situational Irony)
Earlier in the story, during one of his rants about the Tivoli's misfortunes, Kikun declares "Send me to prison!" Ironically, he gets just what he asks for. During a trip to Moscow, Kikun is detained and dies suddenly soon after. We don't know exactly what the nature of his death was, but it does seem like Chekhov is doling out some ironic comeuppance for such a downtrodden character.