Concert Venues in Albany Hart Theatre At The Egg Where: Po Box 2065, Albany, New York - 12220 Events: 8 Palace Theatre Albany Where: 19 Clinton Ave, Albany, Albany, New York - 12207 Events: 7 Times Union Center (formerly Pepsi Arena) Where: 51 South Pearl Street, Albany, New York - 12207 Events: 4 The Hollow Where: 79 North Pearl St,, Albany, New York - 12207 Events: 1