Well, stealing from the old westerns comes to mind, specifically "The Cheyenne Social Club."
Classic issues include customers who don't feel they should pay/think they need to follow the rules. Medical issues. Rivalry involving favoritism. Do you hire a guard? If so, do you go with the eunuch, or make a deal to reduce wages in exchange for "Favors". A local mob wants in on the profits if the activity is illegal, or the government does if it's legal.
In Planescape: Torment, the Brothel quests included trying to explain sex to a non-sexual being, trying to find out why a certain courtesan is quite as "sinister" as she is, (Spoiler, Her mother was a night hag), dealing with a pervert mage who has transformed himself into a nightstand and steals the prostitutes underwear, and hunting down a character's unique scent. (This game was weird, I would like to point out. Awesome, but weird and existentialist, and requires WAY too much reading.)