Concert Venues in Schenectady, NY Proctors Theatre Where: 432 State St., Schenectady, New York - 12305 Events: 12 Frog Alley Brewing Where: 108 State St, Schenectady, New York - 12305 Events: 3 Rivers Casino & Resort - Schenectady Where: 1 Rush St., Schenectady, New York - 12305 Events: 2