Littlefinger's brothel

Littlefinger's brothel is an upscale brothel located in King's Landing, expensively furnished and with high quality prostitutes, whose target clientele are wealthy merchants and members of the upper nobility.

It is one of several brothels owned by Petyr "Littlefinger" Baelish, which he bought at some point during his career in the city as Master of Coin. The brothel therefore displays Littlefinger's personal mockingbird sigil at the front entrance. Baelish has been known to use the brothel and its employees to spy on the secrets of powerful and influential customers in their intimate moments.

Because it is only one of several business ventures that Baelish owns in the city itself, he often delegates the day to day running of the brothel to a trusted employee (usually the lead prostitute). When Littlefinger isn't in the city, and particularly after he returned to the Vale, this madam/majordomo/procurer steps up to actively run all aspects of the brothel (and sends a portion of the profits to Baelish as the legal owner).

The brothel itself strives to be a "refined" establishment. It is richly furnished with fine tapestries, curtains, and artwork. Harpers serenade the common rooms with background music, and fine food and wine is also provided. Littlefinger has his brothel cater to every taste, staffing both male and female prostitutes, either of which will provide pleasure to men or women, if the customer is so inclined.

According to Varys, it rumored that on rare occasion, Littlefinger has been known to discretely accommodate more unusual "inclinations" as a private favor to powerful clients who can pay a very high price (ranging from providing amputees, to providing little boys or little girls). Even if the rumors are true, this apparently didn't involve the main brothel itself, where there were too many prying eyes, but was a side business that Littlefinger would pursue on a case by case basis. For example, Littlefinger gave Ros to King Joffrey Baratheon as a punishment, so Joffrey could thrill-kill her using his crossbow, but he sent her to Joffrey's private castle quarters instead of letting him kill her in the actual brothel.

Employees
Several high quality and expensive prostitutes work at Littlefinger's brothel:
 * {Ros} - rose to be the majordomo overseeing the brothel for Littlefinger in Seasons 2 and 3. Originally from a brothel in the town outside of Winterfell castle, moved to King's Landing at the beginning of the War of the Five Kings. Littlefinger ultimately discovered that she had been spying for his rival Varys, and revealed Baelish's plans for Sansa Stark, so as punishment he sold Ros to King Joffrey Baratheon, who then shot her full of crossbow bolts simply for the thrill of killing her.
 * Olyvar - a homosexual male prostitute, who replaced Ros as the majordomo running the brothel for Littlefinger in Season 4. Apparently this was a reward for his trusted and valuable services: as Littlefinger had him spy on Ser Loras Tyrell, which indirectly led Baelish to discover that Ros had leaked his plans for Sansa - conveniently allowing Olyvar to replace Ros after Baelish had her killed.
 * Armeca - pretends not to understand the Common Tongue and to be an exotic foreigner, when in truth she is from the slum district of Flea Bottom in King's Landing itself.
 * Daisy - from Haystack Hall.
 * Mhaegen- a former favorite of King Robert Baratheon, who gave birth to the king's bastard daughter Barra.
 * Mirelle
 * Genna
 * Kayla, a contortionist who can perform a Meereenese Knot.
 * Marei

Clients

 * King Robert Baratheon
 * Ser Bronn of the Blackwater - celebrated his new knighthood by purchasing the services of Mirelle
 * Prince Oberyn Martell and his paramour, Ellaria Sand - settled in at the brothel when Oberyn arrived as an envoy from Dorne in Season 4. They arranged orgies involving multiple male and female prostitutes, including Olyvar and Marei.

Background
Littlefinger's brothel was one of the favorites frequented by King Robert Baratheon. He inadvertently fathered a bastard daughter with the prostitute Mhaegen, whom she named Barra. Soon before his death, Hand of the King Jon Arryn visited the brothel to interview Mhaegen and inspect her baby. This led him to confirm the truth about Robert's children.

Season 1
Lord Snow - Introduce Catelyn to brothel, then pushes Eddard against a wall, Cat leaves

All desires are valid for a man with a full pursue. The Wolf and the Lion

Mhaegan and Barra, the Wolf and the Lion (then they fight outside)

Littlefinger's soliloquy You Win or You Die

Season 2
The North Remembers - Ros in charge, Barra killed Dark Wings - fallout from killing baby

Valar Morghulis - Varys drops by to recruit Ros

Season 3
Valar Dohaeris - Bronn celebrates with Mirelle Walk of Punishment - Tyrion drops by the brothel to pick up financial records, rewards Podrick with three prostitutes And Now His Watch is Ended - Ros reports to Varys Kissed by Fire -...were Olyvar and Loras in the brothel itself? Did Loras know Olyvar was a prostitute? -- either way he reported to Littlefinger at the brothel.

Season 4
Two Swords - Olyvar, a homosexual male prostitute (previously used to spy on Loras), has been left in charge now that Ros is dead and Littlefinger is leaving for the Vale. Oberyn Martell and his paramour Ellaria Sand start setting up an orgy at the brothel by selecting some prostitutes, but are interrupted when Oberyn hears Lannister bannermen.

Breaker of Chains - While the rest of King's Landing is supposed to be mourning Joffrey's death, Oberyn and Ellaria go ahead with their orgy. Afterwards Tywin arrives with his guards, saying he needs to speak with Oberyn. They discuss relations between Dorne and the Iron Throne.

Oberyn later explains to Varys that he and Ellaria are actually staying at the brothel (possibly because he didn't want to stay in the Red Keep, given that it is where his sister was murdered). Oberyn invites him to join them but he declines, saying he has no such physical desires. The Laws of Gods and Men

In the books
In the A Song of Ice and Fire novels, the upscale brothel where Barra's mother works is actually owned and run by a Chataya, a tall and elegant black-skinned woman from the Summer Islands. Summer Islanders feel no shame about sexuality, but see it as a gift that the gods gave humanity, and even many upper-class nobles in the Summer Islands engage in ritual prostitution. Therefore Chataya's own daughter Alayaya voluntarily works as a prostitute in the brothel, who is noted as being very beautiful and good-natured.

Littlefinger is stated to own multiple brothels in King's Landing (along with his many other business ventures throughout the Seven Kingdoms), but he does not own Chataya's. When Catelyn Stark arrives in King's Landing, Littlefinger does hid her in one of the other brothels which he does own - but it is a common, modest brothel. It does not appear again in the narrative afterwards.

Littlefinger does visit Chataya's, when he accompanies Eddard Stark there to investigate King Robert's bastards. While there he does mention that he owns several other brothels, and that he is considering making an offer to buy Chataya's. He gives the explanation he made in the TV series that "Brothels are a much sounder investment than ships, I've found. Whores seldom sink..." though in the book he goes on to add: "...and when they are boarded by pirates, why, the pirates pay good coin like everyone else."

The TV series condensed the two together, omitting Chataya and Alayaya, and simply having Littlefinger himself own the upscale and very expensive brothel visited by King Robert. It then moved the one instance of Catelyn hiding in Littlefinger's common brothel, to hiding her in the same upper-class brothel that Robert's bastard daughter was in.

Several other scenes which happened at "Littlefinger's broth" in the TV series actually happened at "Chataya's brothel" in the books - reinforcing the conception that the TV version is the same brothel (geographically), but ownership in the TV-version was simply changed to Littlefinger:


 * King Robert's bastard daughter Barra was born at Chataya's brothel, as Eddard Stark discovers. Her mother appeared in the book but wasn't given a name, but the TV series named her "Mhaegen".  Barra was also later killed there; in the book her mother was killed in the book when she tried to defend her baby, but the TV series left Mhaegen's fate ambiguous.
 * Bronn celebrated his new knighthood (which he gained after the Battle of the Blackwater) and increased pay by visiting Chataya's brothel, where he had sex with Alayaya and Marei simultaneously. The TV series similarly had Bronn celebrate his new knighthood by going to Littlefinger's brothel, but he was with the prostitute Mirelle.
 * Oberyn Martell mentions to Tyrion when he arrives at King's Landing that he and Ellaria are interested in finding a good brothel (and this scene includes the detail that both of them are bisexual, and that Oberyn is looking for a woman to share with Ellaria). Tyrion recommends Chataya's as a good establishment:  Oberyn and Ellaria apparently do visit it, but it happens "off screen".  The TV version slightly modified this to actually show Oberyn and Ellaria at Littlefinger's brothel.  In the book, Oberyn arrived with the rest of the Dornish embassy, and on seeing him Tyrion is shocked because he was expecting Oberyn's older and calmer brother Doran.  The TV series built up the tension a little bit by having Oberyn ride into the city ahead of the rest of his followers, to explain why the viewpoint character Tyrion has to go find him in Littlefinger's brothel.

Chataya's brothel is located on the Street of Silk, a major red light district in King's Landing. The road is located on the northwest side of Rhaenys's Hill - the completely opposite side of the hill from Flea Bottom, and fairly far away from the Red Keep, which is in the eastern corner of the city. In contrast, Littlefinger's modest brothel where he hid Catelyn was located on the exact opposite side of the city, on the southeast side bordering the Blackwater river, on the lower slopes of Aegon's High Hill where the Red Keep is located. Given that in all other scenes all other indications seem to present that Littlefinger's brothel in the TV version is Chataya's brothel from the books, it is reasonable to conclude that "Littlefinger's brothel" in the books is also located on the Street of Silk, northwest of Rhaenys's Hill.