What shows and concerts are playing at the Rio?: Shows playing at the Rio include: Penn & Teller, Chippendales, WOW - The Las Vegas Spectacular, and Comedy Cellar. Although you can see the Strip and it appears to be close, we don't recommend walking to it because you'll have to pass over a major interstate while crossing busy on- and off-ramps. Good to know: This hotel is not located on the Strip. Dubbed 'the gossip pit,' this is the perfect place to debate which Chippendale dancer has the hottest bod. We love the circular dressing area with its purple leather couches and softly lit vanity. It has an all-male waitstaff.and be sure to check out the ladies room. Insider tips: Women, indulge your feminine side by going to the lounge in the lobby of the Chippendales Theatre. The vibe: Offering affordable all-suite accommodations, near (but not too near) the action. Just a short distance west of the Strip, the Rio Las Vegas offers a Brazilian theme in a colorful resort packed with restaurants, bars and theaters.