Concert Venues in Tempe, AZ Tempe Improv Where: 930 E University Dr., Tempe, Arizona - 85281 Events: 100 Marquee Theatre - AZ Where: 730 N. Mill Avenue, Tempe, Arizona - 85281 Events: 52 Sunbar Tempe Where: 24 W 5th St., Tempe, Arizona - 85281 Events: 18 ASU Gammage Where: 1200 South Forest Avenue, Tempe, Arizona - 85281 Events: 14 Darkstar Where: 526 South Mill Avenue, Tempe, Arizona - 85281 Events: 10 Tempe Beach Park Where: 31 E 5th Street, Tempe, Arizona - 85281 Events: 6 Yucca Tap Room Where: 29 W Southern Ave, Tempe, Arizona - 85282 Events: 3 Aura - Tempe Where: 411 S Mill Ave #201, Tempe, Arizona - 85281 Events: 1 Cafeteria Comedy Club Where: 500 E Veterans Way, Tempe, Arizona - 85287 Events: 1