Maybe there is no such thing as a recession-proof business...
On the other hand, this WPDE story speculates that perhaps Wal-Mart put some pressure on this Garden City strip club to close as they opened a new SuperCenter across the street. Certainly, the coming of Wal-Mart seems to be what closed the nearby Krispy Kreme (though the building is still standing so far).
I believe The Pink Pony building started life as a steakhouse, though the WPDE piece says the club had been there for a dozen years.
UPDATE 4 May 2011: Added Western Steer to the post title based on the comments.