Does бы have to follow immediately after если?
No, not at all.
Considering a phrase Если бы ты тогда пошёл в театр...
бы
/б
can be moved almost anywhere¹, except in the very beginning of the sentence and in-between a preposition and its noun. All the sentences below are grammatically acceptable:
Если б ты тогда пошёл в театр...
Если ты б тогда пошёл в театр...
Если ты тогда б пошёл в театр...
Если ты тогда пошёл бы в театр...
Если ты тогда пошёл в театр бы...
However, placing бы
/б
at the very end makes it sound somewhat clumsy, like if you've decided what exactly you want to say at the very last moment.
Is there a difference or preference as to where to put бы
/б
?
Since one can put an emphasis on different words in a sentence, stressing
ты
to express that it should've been you, as opposed to someone else
тогда
- then, as opposed to some other date or time
пошёл
- given some context it could be walk, as opposed to drive, but in general it is went, as opposed to e.g. stayed home
в театр
- to the theater, as opposed to somewhere else
Positioning бы
next to (either before or after) the stressed word makes it sound more natural and in texts - when the choice of intonation is up to a reader - placing бы
in front of the stressed word helps writer convey the intended intonation.
Now if you wonder about the difference of бы
vs б
- grammatically there is none. Commonly бы
would be used if the next word starts with б
; some people would use б
if the next word starts with a vowel and бы
otherwise, but those aren't rock-solid rules. The choice is mostly made based on the preference of a speaker or, say, the foot of a verse.
(¹) Upd: You can exploit the "free word order" even further and move если
around, making the phrasing more casual and somewhat archaic. Same rules as with бы
apply, but если
can appear in the beginning of the sentence. Если
can even switch positions with бы
, though if you put some distance between бы
and если
it will delay the point where the reader or listener will be able to distinguish a conditional phrase from a suggestion statement (one without если
), making it sound somewhat weird.