Silent Hill 2 (2001)

Silent Hill might not have much in the way of entertainment (unless you count running from a deranged, metal-headed mongoloid who wants to do bad things to you), but it does have the spookiest strip joint this side of Hell. And the other side, as well.

One of the scariest things about Heaven's Night is that there aren't even any strippers there (though it's implied that Maria is one, you never actually get to witness that), meaning you literally just paid a $25 cover for nothing.