A handful of striptease clubs in Baku provide sexual services despite numerous police interventions. Don’t go in with a “whoop whoop, I’m in a brothel” mindset, though. They’re good spots to watch some girls strip, maybe buy a lapdance. You might get lucky or you might get disappointed.
Hot Room (https://www.facebook.com/hot.room.baku/) at Khagani str. 25 used to be known for their VIP massage services. Basement clubs around the Nizami district are similar. Sadly, their online presence is non-existent.