'Go to school (to learn)' and 'Go to church (to worship)' are set phrases which omit the article.
In most other cases an article is needed. 'He's going to the school to pick up his daughter'. 'She's going to the church to arrange the flowers'.
I would go to the theatre (BE spelling) to watch a play and to the cinema to see a film. You cannot omit the articles.
- For Teachers