Pussy Willows is a stripclub somewhere in the Ghost River Triangle, possibly on the outskirts of Purgatory. Wynonna says it's "On the wrong side of the wrong side of the tracks". Prior to leaving Purgatory as young adult, Wynonna was a performer here under the name "Aphrodite".
Wynonna Earp and Nicole Haught go to Pussy Willows in the episode Everybody Knows to collect a DNA sample from a one night stand and the possible baby daddy of Alice Michelle Earp. Through flashbacks, it's revealed that in the episode Bury Me With My Guns On, Wynonna left Shorty's (she was too drunk and they wouldn't serve her anymore) and went to Pussy Willows. It was then that she hooked up with her mysterious potential baby daddy. Back in present time, Wynonna and Nicole learn that the one night stand, Jonas, is a revenant.