The club is dark and luxurious, with plush private booths around the walls and sets of tables and chairs spaced around the floor. Servers slip through the shadows like ghosts, delivering a constant stream of drinks, while tea lights flicker on tables—a constellation of tiny stars.

A live band plays on one stage, drenched in a shaft of light. Their moody music twists around the room and heats my blood.

On another stage, two strips of white silk dangle from the shadowed rafters high above all the way to the floor. A woman, dressed in a short, fringed flapper dress, twists her limbs around the silks and climbs gracefully into...