Hi Brendan,
Thanks for reaching out. Let me explain one thing before we jump into the actual solution of your issue: Events tags are regular WordPress tags. That being said we can move on.
Create a ‘tag.php’ file in your theme (you can copy ‘archive.php’ is it exists). The loop structure should look like this:
<?php
if ( have_posts() ) :
/* there are posts for this tag */
while ( have_posts() ) : the_post();
/* print post */
endwhile;
else :
/* there are no posts for this tag */
echo 'No posts found for this tag';
endif;
?>
Please try this on you end and let me know if it works,
Best,
Nico