Concert Venues in Key West, FL Key West Theater Where: 512 Eaton St. , Key West, Florida - 33040 Events: 19 Coffee Butler Amphitheater Where: 21 Quay Rd, Key West, Florida - 33040 Events: 5 Sunset Green Event Lawn Where: 3820 N Roosevelt Blvd, Key West, Florida - 33040 Events: 2 Tennessee Williams Theatre Where: 5901 College Rd., Key West, Florida - 33040 Events: 1 Williams Hall Where: 729 Fleming Street, Key West, Florida - 33040 Events: 1