The Royal Bethlehem Hotel

"The manager of the Hotel offers free rooms to guests of particular note or interest. He irritably denies the suggestion that he might be 'collecting' them."

The Royal Bethlehem Hotel, formerly the hospital of the same name, is an elite hotel managed by a man who may actually be Gilgamesh (more information here). It is located across the Stolen River from Ladybones Road. In-game, you may purchase a room there for a quite exorbitant price, then upgrade it for one that is even higher. It hasn't been entirely confirmed, but it seems that in-game, you will go to a dream version of the hotel if your Nightmares quality rises too high.

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  A room at the Royal Beth. Art from FL.
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  A suite at the Royal Beth. Art from FL.