Madame Tussauds is in the Grand Canal Shoppes at The Venetian, which is directly on Las Vegas Blvd (the Strip). It is easily accessible from Interstate 15 from the Flamingo Road or Spring Mountain Road exits. Self parking and valet options are available at The Venetian.
From the parking garage, pass through the Grand Canal Shoppes towards Tao and the Strip. Exit the bank of doors in the atrium and turn left. We are just over the moving walkways at the Ponte Rialto (large bridge by the Strip).