I don't think I recognize the strip club. There isn't a clear shot in the trailer, but it doesn't appear to be the NorShor or Club Saratoga or Fuzzy's Place or Sugar Daddy's or Centerfold's.

Thanks BadCat! I always forget about the Wayback Machine.
The home-page copy is interesting. It's hard to tell which parts should be taken seriously:
Missing and Exploited Films is a company dedicated to the creation of work by writer/director Nicole Brending. After her abduction in the early '80s, the first sighting of Nicole was in the sex industry in Minneapolis, MN, where she reportedly worked for over 5 years before next being seen at Columbia University's School of the Arts Film Program.  It is known that she studied screenwriting and directing and "seemed very nice."  In spite of her apparent captivity, she managed to receive two Jerome Foundation Media Artist Grants, first for her short film Rebel and second for her short film Duluth, which recently received "Best Short Under 12 Minutes," "Best Editing," and "Faculty Honors" at the 2010 Columbia University Film Festival and is currently in submission to festivals around the world. Her short films have screened at over 40 festivals domestically and abroad and have received many honors and awards, including "Best Short" at the Hamburg Gay and Lesbian Film Festival, "Best Short" at Q Cinema, "Best of the Fest" at Palm Springs International Shortfest, the "Prix DeVarti" at Ann Arbor, a Student Emmy from the Academy of Television Arts and Sciences and distribution from Frameline. She was recently awarded the McKnight Screenwriting Fellowship for her script Preservation which also won the Ezra Litwak Award for Distinction in Screenwriting, and was a finalist for the 2010 Sundance Screenwriter's Lab. Her whereabouts are presently unknown.