Hampton Beach Casino Ballroom is a seasonal live music and comedy venue located on the boardwalk of Hampton Beach, New Hampshire. Again, changes were made to the Club Casino. In an attempt to regain some of its past glory, the. Casino Ballroom - See it. Hear it. Live it. LIVE .. Hampton Beach, NH Events. Events · Policy · Seating · Tickets · Insider's Club. Casino Ballroom - See it. Hear it. Live it. Insider's Club Thanks for helping to make the Casino Ballroom New Hampshire's Premier Entertainment Facility.