Is one allowed to go to a sports stadium or movie theater?
R’ Moshe Feinstein zt”l wrote that both of them are not permitted. His reason regarding stadiums is because it is wasting time, and engaging in frivolous behavior, and because it causes the person to get removed from torah lifestyle. He says that a more severe issue with them is that they entice a person to immoral speech, immoral thoughts and to want immoral behavior. (This is aside from actually seeing women dressed immodestly, and acting immorally.)
Igros Moshe O:CH 2-95, Y:D 4-11(1), 2-33, E:H 2-13. Also see Yichaveh Daas 4-7.