Brothels in Red Dead Redemption 2 aren't present as visitable locations, and the presence of prostitutes is low. Considering the game's setting, and that Rockstar's past games which didn't shy away from depicting sex workers and making them interactable, for some this is an unexpected direction.
There are no dedicated brothels in Red Dead Redemption 2 at all. While prostitute NPCs do appear in Red Dead Redemption 2, they can be found in various other locations. Certain saloons or bars will have locked doors with red lamps next to them, indicating their purpose, however the player character cannot enter these rooms.
Prostitutes in Red Dead Redemption 2
During his travels, Arthur Morgan will encounter many prostitutes throughout the game world. Some of these will be members of the Van Der Linde gang, some will be quest givers, but most will appear in the bars and saloons found in settlements.
In such locations within Saint Denis, prostitutes will be present at all times, while in other areas they will only appear in saloons later in the day. Occasionally they will proposition Arthur, who can reply via the interaction menu. The only two options are 'decline' and 'reject', one of which is more polite than the other.
In one interaction, a prostitute in Valentine asks Arthur's help with a delicate matter. If the player accepts, she will lead them to a hotel room where a dead body is lying on the bed. She claims she killed the man in self-defense and needs help disposing of the body. Players may accept or decline.
If you accept, you need to carry the body to a nearby pig pen and feed it to the hogs. This will result in an honor decrease and a reward of $14. Should the player decline, the prostitute will attack you, and Arthur will have to hogtie her and take her to the Sheriff. This will result in an honor increase and a reward of $12.
Later, players may encounter her public hanging. If you intervene, you will lose honor. This, the honor loss tied to helping her, and the Sheriff of Valentine saying she has killed many men before, indicate her story of self-defense is a lie, otherwise the game would likely award honor for helping her, not decrease it.
Abigail Roberts was a prostitute hired to travel with the Van Der Linde gang and provide companionship to its members, but eventually entered a romantic relationship with John Marston. The two married and had a son, Jack.
Edith Downes also resorted to prostitution after the death of her husband, Thomas Downes. She found no other way to provide for her son Archie. Arthur encounters her twice - once when collecting a debt, and later again when she is already a prostitute, when she sets the lawmen on him.