Pylast hasn't been updated in a few years, but this is now possible in my fork:
artist = network.get_artist("Skinny Puppy")
event = artist.get_upcoming_events()[0]
venue = event.get_venue()
print venue.info
Prints:
{u'website': u'http://www.clubmayan.com', u'name': u'Mayan Theatre', u'url': u'http://www.last.fm/venue/8901088+Mayan+Theatre', u'image': u'http://userserve-ak.last.fm/serve/500/14221419/Mayan+Theatre+outside.jpg', u'phonenumber': u'213-746-4287', u'location': {u'postalcode': u'CA 90015', u'city': u'Los Angeles', u'geo:point': {u'geo:long': u'-118.259068', u'geo:lat': u'34.040729'}, u'street': u'1038 S. Hill St', u'country': u'United States'}, u'id': u'8901088'}
And:
print venue.location
Prints:
{u'postalcode': u'CA 90015', u'city': u'Los Angeles', u'geo:point': {u'geo:long': u'-118.259068', u'geo:lat': u'34.040729'}, u'street': u'1038 S. Hill St', u'country': u'United States'}
And:
print venue.id, venue.name
Prints:
8901088, u'Mayan Theatre'