See the Penn and Teller Las Vegas show at the Rio. The iconic comedy illusionist duo present an eclectic mix of stunning magic and humor. Penn & Teller perform live at the Rio All-Suite Hotel & Casino in Las Vegas. Tickets may be purchased over the phone by calling () , clicking the the. Find the best prices on Penn & Teller tickets and get detailed customer Penn & Teller's edgy show is unlike any other magic production in Las Vegas with.