When a dirty prostitute (commonly Transvestite prostitutes) takes you back to her hotel room and her/his pimp breaks into the room and pretends to rob both of you. Then an hour later the tranny meets up with her/his pimp and laughs about what they stole from you.
Tranny: "We ran the Murphy Game beautiful tonight, didn't we Leroy? Look at all this fine shit we took off that trick!!! He had no clue we were running the Murphy game on his trick ass"
Pimp AKA Leroy: "That's how we Motha Fuckin Roll !!!