Green’s Dictionary of Slang

1. (also caso) a brothel.

1936		J. Curtis Gilt Kid 103: He had seen some caseos in his time but this was just about the flashest.
1938		G. Kersh Night and the City 169: There was a woman used to have a club [...] Some people used to call her Caso Maggie. She got her money out of girls, if anybody did.
1966		Trimble 5000 Adult Sex Words and Phrases.
1972		B. Rodgers Queens’ Vernacular 159: caso (Brit, fr Parlyaree // It casa = house) a brothel.
1986–7		Maledicta IX 148: The compilers ought to have looked farther afield and found: […] caso, cat house, crib.

2. the hiring of a prostitute for one or more nights.

1966

Trimble 5000 Adult Sex Words and Phrases.

3. a prostitute who hires out for a whole night.

1966

Trimble 5000 Adult Sex Words and Phrases.

4. in fig. use of sense 1, any place where women act without constraint.

1956

‘Charles Raven’ Und. Nights 102: A Hunt Ball was a really rough bit of case-o where all the debs and dowagers let their hair down.