Foggy City's nightclub location is :072104
If you ask the Bartender nicely, she might tell you where the Drug Dealer or the Black Market is, so you can buy and or sell drugs or illegal items/weapons.. Check your map after you asked her and make sure you mark the location, as the location will dissapear shortly after she gave it out!
No matter if you want some drugs for personal use or to sell your entire stash, the Drug Dealer is the man to go to.
No matter the illegal item you might be after, the Black Market is bound to have it for you.
Be prepared to pay the price though, as things don't come cheap.
Keep in mind of course that drugs are illegal, and the items and/or weapons from the black market are as well.