In the River Kingdoms, you got Tymon.
There's the Irorium in Absalom.
Urglin in Varisia.
The Grand Coliseum in Katapesh,
and the Oppara Arena in Taldor.
You can be quite open with that term. In my game the players put on a play in the normally uber peaceful Hwangott using the "Stage Combat" gladiatorial system.