Penn & Teller Special Offer: Save Over 40% on Balcony Seating! Penn & Teller at Rio Las Vegas. Save Over 40% on Mezz & Balcony Seating. Tickets From $52! For those looking for some edge and comedy in their magic show will get that and more with Penn & Teller at the Rio Las Vegas. During their 10-year run at the Penn & Teller Theater, this duo has become one of the must-see Las Vegas shows. Penn, the much bigger and verbose of the two, does all the talking. Teller, the smaller, but equally funny partner proves you can get some of the biggest laughs without ever saying a word. Their rapport is apparent from the moment they walk on stage -- or when you watch their hit show “Penn & Teller: BS!” on Showtime -- for a polished performance that’s been honed over the last 30 years.