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The term "casino" can also mean ballroom or concert hall. Apparently the Rio Casino was a Boston jazz club/ballroom in the 40s. Warrenton Street is in the heart of Boston's theater district. At present, the Charles Playhouse is located at 74 Warrenton Street.

I found a reference to the Rio Casino, about one tenth of the way down the page at the link below.

"Rio Casino, Boston, MA (4 weeks beginning December 1, 1946) Billy Eckstine gig [Vail] "

http://www.jazzdiscography.com/Artists/Blakey/chron.htm

Hope this helps...