This is a super cool place! It is a little difficult to find - intentionally so - so you better keep an eye out! It's on Saint Denis and you will come up to a brick wall and a secret passage way. It gave me prohibition vibes, really cool place.
They have plenty of drink options - cocktails, straight liquor, beer, etc. What was really fun is that the menu contains a game that you can play if you order certain drinks to unlock clues!
Although, I've never been on a night with a burlesque show, I'm sure it would be a lot of fun and definitely want to check it out.
Definitely would recommend this place for a fun evening!