http://en.wikipedia.org/wiki/Academy_of_Music_(New_York_City)
From thw wikipedia article on the Academy of Music (NYC):
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"After the Civil War, an organization called the Cercle Française de l'Harmonie began using the Academy as a venue for masked balls, also called "French balls", in which the nouveau riche men of New York society would rub elbows – and other body parts – with semi-dressed prostitutes and courtesans, with little regard for public decorum or modesty. These balls were covered by the press, which did little to dim the enthusiasm or ribald behavior of the participants. One reporter wrote that women were thrown in the air and then sexually assaulted "amid the jeers and laughter of the other drunken wretches on the floor ... [with] not a whisper of shame in the crowd". These spectacles grew in size over the following decades: in 1876, one such ball was attended by over 4000 people. Feminist editor Victoria Woodhull condemned the sexual hypocrisy of the French balls in 1873 in Woodhull and Clafliin's Weekly, complaining that the Academy of Music was being used "for the purpose of debauching debauched women; and the trustees of the Academy know this.""
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The building was demolished in 1926.