Mole's Town brothel
Like most of Mole's Town, the brothel is located in the village's cellars. Above ground it has only a wooden shack no bigger than a privy, with a red lantern hanging over its door. A stable adjoins the shed.
The brothel is frequented by members of the Night's Watch. It is said that brothers go to Mole's Town to dig for "buried treasure", a euphemism for engaging the services of the prostitutes in the cellars. Although the brothers are breaking their vows, Lord Commanders know some men find it impossible to be celibate and after they are done with the whores the men return to the Wall and their duties.
A Game of Thrones
While trying to desert the Night's Watch and join his brother Robb Stark in secret, Jon sees the light of the Mole's Town brothel and wonders if any black brothers are there breaking their vows that night.
A Clash of Kings
Prior to the great ranging, the grounds of Castle Black seem deserted with many rangers off drinking and whoring in Mole's Town. Pyp, Halder and Todder buy Grenn his first woman to celebrate his first ranging. They invite Samwell Tarly and Jon as well, but Sam is frightened of the whores and Jon remains loyal to his vow of celibacy.
A Storm of Swords
Even the whorehouse was down there, nothing on the surface but a wooden shack no bigger than a privy, with a red lantern hung over the door. On the Wall, he'd heard men call the whores "buried treasures." He wondered whether any of his brothers in black were down there tonight, mining. That was oathbreaking too, yet no one seemed to care.—thoughts of Jon Snow