Yes, in deed he did, twice. The first time back on August 2, 1964 when included in a package tour headlined by Johnny Tillotson ("Poetry in Motion","Dreamy Eyes" and many others) along with Bernadette Carroll ("Party Girl"). They were know at that time as Ronnie Dio and the Prophets (Dick Bottoff, Nick Pantas and Tommy Rogers). Tickets were $1.50
The second time, October 10, 2004 with his band Dio. Opening acts were Fireball Ministry & Anthrax. Dio took the stage at approx 10:20 pm. The Surf Ballroom was and still is located at 460 North Shore Drive in Clear Lake, Iowa and its capacity is about 2,000.
February 2, 1959, Buddy Holly, Ritchie Valens and the Big Bopper played their final show on that wintry evening. A short time later their chartered plane crashed into a Iowa cornfield ending the lives of all three rock & roll stars and the planes pilot. "The Day The Music Died."