Concert Venues in Columbia, MO Rose Music Hall Where: 1013 Park Avenue, Columbia, Missouri - 65201 Events: 33 The Blue Note - MO Where: 17 N 9th St, Columbia, Missouri - 65201 Events: 26 Central Bank Downtown Live Where: 17 North 9th Street, Columbia, Missouri - 65201 Events: 6 Jesse Auditorium Where: University Of Missouri, Columbia, Missouri - 65211 Events: 1 Missouri Theater - Columbia Where: 203 South 9th Street, Columbia, Missouri - 65201 Events: 1