A club

You follow the ninja down the alley, although she's pretty fast even in her heels, and you barely keep her in sight. She exits the alley, which goes into a deserted back street, then into another alley. By the time you reach the second alley, she's gone, but you keep going, hoping to eventually catch up with her.

You have never been in this part of town before, and there are very few people to be seen in the neighborhood and even a convenience store you walk by is empty except for an employee at the counter, holding a shotgun casually behind the glass partition. He looks at you warily as you pass, and you decide to leave him alone instead of asking him if he saw the ninja.

After a while, you still can't find her and you're about to give up, when you turn a corner and see an old brick building that looks like an abandoned factory. What catches your eye is the neon sign above a green metal door, and a burly man in a suit guarding it. The red neon sign simply says "club" and the man must be a bouncer, although he looks like he could play in the NFL. You approach him.

"Hey man. What's up?" you greet the bouncer.

He looks at you from head to toe. "What are you supposed to be?" he asks.

"Huh?"

"It's a costume party. No costume, no entry."

"Oh," you remark, then you remember that Halloween is this weekend, and this must be some kind of cool, secret, hipster costume party. "I don't have a costume. I'm just looking for a woman, she's wearing a ninja costume. Have you seen her?"

The man just stares at you blankly, blocking the door. Frustrated, you remember that you can use your magic rings, and should have done so back in the alley before letting the ninja go. You activate your mind control ring and talk to the bouncer. "Answer my question. Did you see a female ninja?"

"Yes. She just went in a couple minutes ago."

"Kind of tall, dark hair?" you ask, to confirm its the same ninja. The bouncer nods. She appeared to have real skills, and you wonder if her stopping the mugging was just a coincidence, or whether she was just using the party as a convenient hideout.

"What's the deal with the party?"

"It's an exclusive party. Invite only and all partiers have to be in costume and agree to the rules. The cover charge is prepaid. $5000."

"And the rules are?"

"Everyone must wear a mask, and everything is consensual."

"Consensual?"

"Yes, it gets physical."

"Ohhh," you say, understanding what the bouncer means. It's some kind of kinky costume party.

"Okay. I'll be right back," you say and activate another one of your rings, the one to stop time, before using a third one, teleporting to a costume shop in the middle of Times Square. You easily pick out a costume, deciding to go with Zorro for ease, ditching your own clothes and then return to the bouncer. After that, you let time resume and proceed inside.

"Don't let anyone else in," you tell the bouncer, and as you grab the door, quickly add, "except for women."

"Got it," the bouncer says, and you deactivate your mind control ring before pulling at the door. Immediately you hear the loud music inside and you enter.