No. They stopped doing that back in the 80 shttp://www.tshaonline.org/handbook/onlin��
The last prison rodeo in Huntsville, Texas was in October 1986.I went to a few back in 1980 and 1981 (I was dating a girl who went to Sam Houston State U). It was a bit surreal but I wound up enjoying myself. I had to ask her, So you go to school here, right near a prison? Weird.
No the closest place I know of is Angola in Louisiana. They had there s for 2009 already and it was sold out