Concert Venues in Biloxi, MS IP Casino Resort And Spa Where: 850 Bayview Avenue, Biloxi, Mississippi - 39530 Events: 14 Beau Rivage Theatre Where: 875 Beach Blvd., Biloxi, Mississippi - 39530 Events: 12 Hard Rock Live - Mississippi Where: 777 Beach Blvd, Biloxi, Mississippi - 39530 Events: 7 Mississippi Coast Coliseum Where: 2350 Beach Blvd, Biloxi, Mississippi - 39531 Events: 4