Despite Lithuania and Vilnius being very forward thinking and developed, escort work and other types of prostitution are still illegal. Both buying and selling of sexual services is prohibited, you’ll have to pay a €100-300 fine if caught red-handed. Cops are well corrupt though, so you might walk away missing just a portion of it. Many top of the line escorts moved away from Vilnius and decided to work in Western Europe, where the laws are more on the liberal side. Especially London is very popular as a location for girls from Lithuania and other Baltic countries who are trying to make a living as (touring) escort.
Finding escorts in Vilnius, or any other kind of sex workers is a royal pain in the ass. Oftentimes it ‘s not worth the efforts or can even turn out to be a dangerous adventure. Beautiful independent escorts like Natali from Vilnius Escort (http://vilniusescort.webstarts.com/) are practically nonexistent. If they even advertise online, they do it on the renowned international escort directories or Lithuanian message boards such as Skelbiu (https://www.skelbiu.lt/). Some even go super old school and advertise in newspapers’ matrimonial column, like it was still the 90s.
There are no brothels and there is no red lights district. Alright, there’s the area around the train station, same as most countries, where you could find some Vilnius streetwalkers and screw around for €30. The quality is dreadful and you’ll have to pay for a room in a ran-down hostel. Not to mention the area is heavily patrolled by the police. The best thing you can do is to ask a taxi driver, they might drive you to some kind of ad hoc brothel, or an underground spot ran by the local mafia. That is if you’re willing to risk it. I think Lithuania wants to move away from that Eastern European stereotype, where women often have no other means of making money.