Thrill St. Blues (1985)

The mysterious Boris Morris supposedly leaves prostitutes exhausted so he can take their money. Their madam doesn't know the prostitutes, most recently Cassandra, actually hire his services at his house. A police detective is on the case, but prefers seducing the younger prostitute Mary Lou. Falling for Cassandra, Boris Morris sleeps his way through the brothel to get to her. That is, until he gets caught and tied up by madam Belle. The madam takes advantage of him, but his mind escapes by fantasizing about Cassandra. Upon being caught by Cassandra herself, he breaks free and solves the misunderstanding by forcing himself on the soon willing Cassandra. The police break in, but get seduced by the entire brothel.