Blue Moon Club Welcomes You! Under New Ownership (as of 10/8/18). Blue Moon is the longest standing adult entertainment club in Phoenix. We are excited to offer our guests pulse-pounding entertainment and the best dances in the valley! Come enjoy the #1 Gentlemen's Club in Phoenix and get VIP shows and dances! Our Adult Club has a friendly, professional and fun environment. It's the perfect place for traveling business men as well as bachelor parties and people looking to have fun before and after 2am.