We went to the show on a whim. Definitely check it out.
It is at The Back Room at Ballys which is back near the restaurants in the same place as X Rocks now.
Everyone must be 21, doors open 30 mins prior to the lounge area where you can get drinks. You enter the showroom right at showtime.
Its a gameshow of sorts, a comedy show of sorts, its definitely interactive and involves the audience.
You can participate as much or as little as you want.
Its hilarious!
One of the best small shows we have seen in Vegas.