The Collaborative International Dictionary of English v.0.48:

Venue \Ven"ue\ (v[e^]n"[-u]), n. [F. venue a coming, arrival,
   fr. venir to come, L. venire; hence, in English, the place
   whither the jury are summoned to come. See Come, and cf.
   Venew, Veney.]
   1. (Law) A neighborhood or near place; the place or county in
      which anything is alleged to have happened; also, the
      place where an action is laid.
      [1913 Webster]

            The twelve men who are to try the cause must be of
            the same venue where the demand is made.
                                                  --Blackstone.
      [1913 Webster]

   Note: In certain cases, the court has power to change the
         venue, which is to direct the trial to be had in a
         different county from that where the venue is laid.
         [1913 Webster]

   2. A bout; a hit; a turn. See Venew. [R.]
      [1913 Webster]

   To lay a venue (Law), to allege a place.
      [1913 Webster]

WordNet (r) 3.0 (2006):

venue
    n 1: the scene of any event or action (especially the place of a
         meeting) [syn: venue, locale, locus]
    2: in law: the jurisdiction where a trial will be held

Bouvier's Law Dictionary, Revised 6th Ed (1856):

VENUE, pleading. The venue is the county from which the jury are to come,
who are to try the issue. Gould, Pl. c. 3, Sec. 102; Archb. Civ. Pl. 86.
     2. As it is a general rule, that the place of every traversable fact
stated in the pleadings must be distinctly alleged, or at least that some
certain place must be alleged for every such fact, it follows that a venue
must be stated in every declaration.
     3. In local actions, in which the subject or thing to be recovered is
local, the true venue must be laid; that is, the action must be brought in
that county where the cause of action arose: among these are all real
actions, and actions which arise out of some local subject, or the violation
of some local rights or interest; as the common law action of waste,
trespass quare clausum fregit, trespass for nuisances to houses or lands
disturbance of right of way, obstruction or diversion of ancient water
courses, &c. Com. Dig. Action, N 4; Bac. Abr. Actions Local, A a.
     4. In a transitory action, the plaintiff may lay the venue in any
county he pleases; that is, he may bring suit wherever he may find the
defendant and lay his cause of action to have arisen there even though the
cause of action arose in a foreign jurisdiction. Cowp. 161; Cro. Car. 444; 9
Johns. R. 67; Steph. Pl. 306; 1 Chitty, Pl. 273; Archb. Civ. Pl. 86. Vide,
generally, Chit. Pl. Index, h.t.; Steph. Pl. Index, h.t.; Tidd's Pr. Index,
h.t.; Graham's Practice, Index, h.t.; Com. Dig. Abatement, H 13; Id. Action,
N 13; Id. Amendment, H 1 Id. Pleader, S 9; 21 Vin. Ab. 85 to 169 1 Vern.
178; Yelv. 12 a; Bac. Ab. Actions, Local and Transitory, B; Local Actions;
Transitory Actions.