The Moonlite Bunny Ranch in Nevada is one of the most famous brothels in the world and due to Nevada laws, it's actually legal! Mind you, AFAIK it's quite pricey!
Here's a link to some recent clips of interviews with some of the ladies who work there and Denis Hof, the owner.
http://qz.com/779415/moonlite-bunny-...ute-in-nevada/