The speakeasy the broads go to is an actual speakeasy in NYC. The Back Room was originally a speakeasy in the 20s and it has been operational ever since. Just like back in the day, they actually serve cocktails in teacups, unlike the martini glass Abbi/Val has.
When Abbi/Val is walking through the crowd singing at the speakeasy, the woman who worked at the package pickup center in season 1 (Garol) can be seen standing next to Ilana.