As the expression implies, a very warm/hot place. This effectively communicates that it's uncomfortably hot, just as a whorehouse would be from the droves of people who would show up for "dollar night."
Sam: Why is it so warm in here. Dinner will cost us $100 each; you'd think they can afford air conditioning!
Nora: Yeah, it's hot as a whore house on dollar night.
Percy: "Man, look at these hands! They are calloused and bleeding from all of that yardwork!"
Samantha: " You let that shit get overgrown and it needed to be done. Stop acting like you're sore as a door on a whorehouse on a payday. Now fetch me some sweet tea!"
Ruler of Lake Titicaca. Rumored to have a bunghole that gets very angry if it does not receive toilet paper. Cornholio the Great is often seen walking around with his shirt over his head and his hands in the air, chanting songs about his power, and his bunghole.
"I am Cornholio! You do not want to face the wrath of my bunghole, for I need TP!"
Butthead: Shut up, Beavis! (uh huh huh huh)
Beavis: Um, okay. (heh heh heh heh).