Review for Horseshoe Las Vegas Review For Nathan's Famous Google User Jun 8 '18 at 3:27 Decent food served at Nathan's Famous. This one is located at the Bally's hotel. Decided to come here for a quick bite. Prices are a little steep, but what can you expect on the strip? Ordered the wings which were okay. Enough to get me full. My friend ordered the Philly cheesesteak and he was very content. He is a fan of greasy food and the sandwich was super greasy! Yum for some, gross for others. View full site to comment or like