Concert Venues in Sioux City, IA Anthem - Hard Rock Hotel & Casino Where: 111 3rd Street, Sioux City, Iowa - 51101 Events: 9 Orpheum Theatre Sioux City Where: 528 Pierce Street, Sioux City, Iowa - 51101 Events: 6 Cathedral of the Epiphany Where: 1000 Douglas St, Sioux City, Iowa - 51105 Events: 1