New York locks down venues like that like no one else.
But other venues are more vulnerable and there are too many to secure. I've always thought the worst case scenario would be 3-4 or more shooters with AK-47s made fully auto and them at different parts of the venue. They could kill 500-1000 in a very large crowd and wound thousands more before they could be stopped. Thank god these losers haven't done this. Events like New Years and the Thanksgiving Day Parade in New York are entirely locked down, but there are many similar events, smaller in scale but still attended by tens of thousands around the country.
By the way, if every person in the audience last night was armed with a conceal carry it would have made no difference. Close up shooters maybe, but against someone with a full auto AR15? No way.
Venues will have to change security, how things are laid out, escape routes, maybe even 'safe areas' that are resistant to bullets.