Where Will This Comedy Festival Take Place In The Hudson Valley? The Catskill Comedy Festival will take place in Catskill, NY. See These Legendary Performers At Exciting Hudson Valley Comedy FestivalThese legendary performers will take the stage at the Catskill Comedy Festival in October. 5 Popular TV Shows That Give A Shoutout To The Hudson Valley Whether it’s around an entire episode or a quick mention, it’s always exciting to hear the Hudson Valley get called out on TV. Some of our favorite actors have shown their love for the Hudson Valley on our feel good, comfort shows.