Concert Venues in Biloxi, MS Beau Rivage Theatre Where: 875 Beach Blvd., Biloxi, Mississippi - 39530 Events: 13 IP Casino Resort And Spa Where: 850 Bayview Avenue, Biloxi, Mississippi - 39530 Events: 11 Hard Rock Live - Mississippi Where: 777 Beach Blvd, Biloxi, Mississippi - 39530 Events: 8 Mississippi Coast Coliseum Where: 2350 Beach Blvd, Biloxi, Mississippi - 39531 Events: 6