Green’s Dictionary of Slang

1. (US) a squalid drinking establishment.

1826		N.-Y. National Advocate 16 Jan. 2/2: I was apprehensive that a ‘mountebank’ might allude to a person who was in the habit of spending his days in the cock-pit, and his nights at the piggery drinking gin, and being pigeoned at whist.
1925		O.O. McIntyre New York Day by Day 1 Oct. [synd. col.] The story of a bartender who deserted a piggery and opened across the street.

2. a room that is rarely cleaned or tidied but which is very much the private concern of its occupant.

1880

Henley & Stevenson Deacon Brodie II tab.IV i: Where’s a hat for the Deacon? where’s a hat for the Deacon’s headache? (searching) This place is a piggery.

3. (N.Z. prison) constr. with the, Paremoremo Prison.

2001

D. Looser Boobslang [U. Canterbury D.Phil. thesis] 140/2: piggery, the n. Paremoremo Prison.