I hope I don't offend anyone by saying this - but one of the most fun things my husband and I (American tourists) did in Hamburg was go to a sex show in the Reeperbahn. It was like a Broadway musical - except everyone was naked (although the men were wearing condoms). This isn't like Las Vegas. It's real sex - and group sex at that. The plot was very easy to understand even though we didn't speak German

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There were women in the audience who approached men and left with them. My husband followed them once - trying to find the men's room - and discovered that there was a brothel attached to the club. Not our cup of tea. But the show itself was great fun.
If you have any interest in doing this - I have one BIG cautionary statement. Many of these places aren't very nice - or very honest. We asked the concierge in our hotel (Intercontinental) if he could recommend any which were ok - and he said (at the time) that there were only two. He sold tickets to both

. At the place we went to - there was a fixed price which included one drink - and no one pressured us to have another. We also asked the concierge to recommend a restaurant in the area. He said only one was ok. It was a family Italian restaurant. Food was ok - nothing great - but we had fun chatting with the staff in Italian.
Note that the night we went - a group of Japanese men staying at the hotel arrived back about when we did. Accompanied by the police. They had gone to a place *not* recommended by the concierge - had bought lots of drinks for women - and wound up with a multi-thousand dollar bill which they refused to pay. Then the club owner called the police.
Anyway - I think this is an interesting thing to do - but it should only be done with the advice of someone who is very knowledgeable about the area. Robyn