Penn and Teller at the Rio Suite Hotel and Casino. Penn and Teller's live show has been a hit on Broadway and now has a permanent home in Las Vegas at the Rio Suite Hotel and Casino. Known for their outrageous blending of comedy and magic, which often stretches the boundaries of traditional magic, this iconoclastic pair's live show on any given night can involve knives, guns, a fire-eating showgirl and a duck. Known as the "Bad Boys of Magic," for supposedly revealing the secrets to their tricks, they may show you how it's done, but they still manage to leave you startled! Book and Save 33% Off Penn and Teller at the Rio Suite Hotel and Casino.