Concert Venues in Windsor, ON The Colosseum At Caesars Windsor Where: 377 Riverside Drive East, Windsor, Ontario - N9A 1L4 Events: 23 Chrysler Theatre Where: 201 Riverside Drive West, Windsor, Ontario - N9A 5K4 Events: 4 WFCU Centre Where: 8787 Mchugh Street, Windsor, Ontario - N8S 2V4 Events: 1