Green’s Dictionary of Slang

cowbay n.

[cow n.1 (2); New York City’s ‘red light area’ was known as Cow Bay]

a cheap brothel, a prostitute’s room.

J.H. Ross In N.Y. 96: It takes one more than ten years to find out all the nooks and corners and cow-bays in this modern Sodom [DA].
[[US]S. Robinson Hot Corn 211: How, what, and where do I find her? As you see, crazy drunk, in this miserable' hole, in Cow Bay].