Green’s Dictionary of Slang

fandango n.

[SE fandango, a boisterous, energetic Spanish/Spanish-American dance, which was associated with dancehalls, which, in turn, were seen by their critics as quasi-brothels]

(US) a subscription dance, patronised by the working and/or criminal classes.

[US]Nat. Police Gaz. (NY) 31 Jan. 14/1: [headline] At a Fandango in Thompson Street — The Female Tiger’s Razor Attack Upon the Barber’s White Girl [...] The fandango was being held in the back parlor of one of those larges houses which have been the homes of respectable New Yorkers mercifully gathered to their fathers before it was possible to witness the degredation].

SE in slang uses

In compounds

fandango de pokum (n.)

sexual intercourse.

[UK]Randiana 63i: We both seemed to be so au courant of each other’s little ways and modes of action as though we had mutually performed the ‘fandango de pokum’ for years.
fandango girl (n.)

(US) a prostitute.

(ref. to c.1850) O. Lewis High Sierra 264: Few of the [mining] camps [...] were long without their quota of ladies of joy, euphemistically termed ‘fandango girls.’.
fandango house (n.)

(US) a male or female brothel.

(con. late 19C) J. Nevins ‘Western frontier gay slang’ on Twitter 2 Mar. 🌐 ‘fandango house’ = applied to both male and female brothels.