Laugh at funny comedians from all over the country at the Comedy Cellar in Las Vegas. The Comedy Cellar was in New York City for 36 years before it finally moved to the West Coast. Now you can see it at the Comedy Cellar of the Rio Hotel. There is no Comedy Cellar Las Vegas dress code.
The Comedy Cellar Las Vegas comedy club features five stand-up comedians per night. None of them are expecting you to abide by a Comedy Cellar dress code. So you can wear any casual clothing you want, except for a swimsuit. However, don’t be surprised if a comedian makes fun of you if you sit close to the stage.
Therefore, the dress code for Comedy Cellar is causal. But if you want to wear formal clothing, go for it. Either one is fine.