Tickets'll run you about $200 per couple, per party, and $100 per single woman. The venues tend to vary (loft spaces, luxury hotels, etc…), but this one happened to be in a private apartment. Little black dress-donned, I made my way to the fourth floor of an undisclosed building off of Fifth Avenue and a low-numbered street. My journey into this underground world took me to Behind Closed Doors, one of many private sex clubs that exists in New York City. Sex Party Rule #1: Swear The Location To Secrecy