Green’s Dictionary of Slang

1. a prison.

1960, 1975

(ref. to 1920) Wentworth & Flexner DAS 86/1: cally n. A local jail.

2. a police station.

1919		St Louis Post-Despatch (MO) 16 Jan. 25/1: Where’d you be if I hadn’t planted you, you fat-headed old baster (shoplifter). You’d be in the callie (police station), that’s where.
1926		N. Klein ‘Hobo Lingo’ in AS I:12 650: Cally — police station.
1931		Irwin Amer. Tramp and Und. Sl. 46: Cally. A police station; from ‘calaboose,’ sea slang, which originated in the Spanish ‘calabozo.’.