Concert Venues in Tempe Marquee Theatre - AZ Where: 730 N. Mill Avenue, Tempe, Arizona - 85281 Events: 59 Tempe Improv Where: 930 E University Dr., Tempe, Arizona - 85281 Events: 47 Aura - Tempe Where: 411 S Mill Ave #201, Tempe, Arizona - 85281 Events: 5 ASU Gammage Where: 1200 South Forest Avenue, Tempe, Arizona - 85281 Events: 3 Shady Park Where: 26 E University Dr, Tempe, Arizona - 85281 Events: 1 Yucca Tap Room Where: 29 W Southern Ave, Tempe, Arizona - 85282 Events: 1 Tempe Beach Park Where: 31 E 5th Street, Tempe, Arizona - 85281 Events: 1