I've been in all the casinos I believe but haven't seen any shows?

Smuggle a gun in and start shooting. It might not be a "show" but you will definitely be entertained

Anyone see any shows? I remeber the trailer footage of some people dancing in a casino.

There's one at the Tops with the Rad Pack.

Yeah I was keepingan eye out for that, didnt see it, iirc the guy who gives you the talent pool quest dances though, but I never saw his shows soit could be worth checking out.
Yeah thats it, what mecha said.