Lisbon has a thriving arts-and-nightlife scene, and there are listings of concerts, plays, and films in the monthly Agenda Cultural and the quarterly Unforgettable Lisboa booklets, both available from the tourist office. Also, the Friday editions of both the Diário de Notícias and O Independente newspapers have separate magazines with entertainment listings. Although written in Portuguese, listings are fairly easy to decipher.
It's best to buy tickets to musical and theatrical performances at the box offices, but you can also get them at several agencies including the FNAC at the Colombo mall, the Valentim Carvalho music store in the Grandes Armazéns do Chiado shopping complex on Rua do Carmo, and the Virgin Megastore on Praça dos Restauradores. A special ticket office -- called ABEP -- on Praça dos Restauradores, near the main post office, also sells tickets to sporting events.