I agree with HG.
Most of the straight and bisexual porn of this variety that I've seen looks like it was filmed in Prague or Budapest, judging by the participants, though most of the gay ones seem to have been filmed in the US.
Though not precisely the same thing, there were several porn films shot here in Ft Lauderdale at
The Jackhammer, a now-closed leather bar, where action was filmed everywhere
except the dance floor. As the patio scenes are always in full daylight, they were obviously shot outside of normal business operations.
As to legality: here in Broward County (and everywhere else I've lived) this really falls under two categories.
1) Businesses with Liquor Licenses are bound to very stringent laws regarding what's allowed and what is not while they are selling alcohol. Here in Ft Lauderdale, if you were found by the police engaged in any activity they could consider "lewd" (including any exposure of genitals or buttocks), both you
and the bar employee closest to your location at the point of discovery are arrested and charged with a sex offense (the consequences of which no one wishes to contemplate); and
2) What's considered "public". Again, where I am there are four sex clubs including at least one with an operational dance floor (lights and a live DJ) within five miles of where I live. These are all considered "private clubs": they have yearly membership dues plus a cover charge and none can legally sell you alcohol (though they all allow some sort of BYOB arrangement). And yes, sex does occur on the dance floor in the case of
Slammer, at least.