Concert Venues in Cary, NC Raleigh Improv Where: 1224 Parkside Main St, Cary, North Carolina - 27519 Events: 72 Cary Community Arts Center Where: 101 Dry Avenue, Cary, North Carolina - 27513 Events: 5 The Cary Theater Where: 122 E. Chatham St., Cary, North Carolina - 27511 Events: 4 Koka Booth Amphitheatre At Regency Park Where: 8003 Regency Parkway, Cary, North Carolina - 27511 Events: 3