Dining Outside the Home: Cabo Wabo Cantina in Las Vegas, Nevada! Walking by the Cabo Wabo Cantina on Las Vegas Boulevard is NOT an option. The outdoor patio is an all-day blowout that cannot be ignored. Red umbrellas mark the spot where music is rocking! Never mind that people are laughing, playing air-guitar, and drinking tequila cocktails popular at the beach, this is the best party going on. A Mexican cuisine-based menu mimics the obvious choice for Sammy Hagar, who has been known to pull an all-nighter in the sleepy little town of Cabo San Lucas. Day or night, when you’re in Vegas, make a stop at the perfect playground.