In Stapert’s book on music in the early church, he ties this contemporary question (often answered negatively) to Tertullian’s answer to a similar question in his day.
‘There are certain people, of a faith somewhat simple or somewhat precise, who, when faced with this renunciation of the public shows, ask for the authority of Scripture and take their ground in uncertainty, because abstinence in this matter is not specifically and in so many words enjoined upon the servants of God.’ Tertullian has to admit that ‘we nowhere find it expressly laid down: ‘You shall not go to the circus, you shall not look at a content or show.’ But he finds the first Psalm relevant here: ‘Happy is the man who has not gone to the gathering of the impious, who has not stood in the way of sinners, not sat in the chair of pestilences.’
Calvin R. Stapert, A New Song for an Old World: Musical Thought in the Early Church (Calvin Institute of Christian Worship Liturgical Studies) (Eerdmans, 2007), 69.
Tertullian at first applies this Psalm almost allegorically to the shows (The Shows, iii), but as he develops his argument he lays out more substantive reasons for abstaining: the idolatry involved (iv, vii, ix, xi), the immorality of the performances (x; cf. Apuleius, The Golden Ass, 10.30-32; Pliny the Younger, Letters, 7.24.1, 4, 5), the passions they arouse (xv, xvi), and the violence they contain (xix, xxi; cf. Suetonius, The Lives of the Caesars: Nero, 11, 12).
Christians today would be wise to apply Tertullian’s insights to their entertainment choices.