Home › Venues › The Sheldon Theatre The Sheldon Theatre Tickets Buy tickets for concerts at The Sheldon Theatre in Red Wing, MN. No Upcoming Events No upcoming events scheduled at The Sheldon Theatre. Please contact us with any corrections. Hotels & Lodging Near The Sheldon Theatre About the Venue The Sheldon Theatre At-a-Glance Capacity 468Address443 West 3rd StreetRed Wing, MN 55066United States Map & Directions Website www.sheldontheatre.org/Advertisement