In August the quartet came to Cleveland for a four night appearance at Leo's Casino, the local big time jazz club. I was seventeen, and super eager to see. Leo's Casino. Address: Euclid Avenue. City: Cleveland. Region: Ohio. Country: USA. Opened: Closed: Capacity: Associated Venues. In , business partners Leo Frank and Jules Berger opened Leo's Casino in the lounge of the old Quad Hall Hotel at Euclid Avenue. The club could.