Sin City has wrongly-accused PI Dwight McCarthy on the run from the law and badly injured after being betrayed by the title character of the story A Dame To Kill For. The girls of Old Town patch him up and allow him to stay for a while. He ends up using them to get his revenge on the people who set him up.
Used in Relax in a rather heartwarming way. The girl allows her regular client to spend the night with her after they have sex instead of making him leave.
Trading Places has Louis Winthorpe III taken in by Ophelia, a streetwise hooker.
Leaving Las Vegas has Nicholas Cage's character taken in by Elizabeth Shue's character, another streetwise hooker.
Hobo With a Shotgun the title character is taken in by a prostitute whom he rescued from the villain's son.
Dead Man has William Blake taken in by a former prostitute who is trying to make a living selling paper roses.
Irma La Douce had Shirley MacLaine's title character taking in Jack Lemmon's character after he lost his job as a cop.
In Mercedes Lackey's The Lark and the Wren, the heroine is housed in a brothel; she plays music for the customers, and it is made clear that no more is expected—or wanted—from her.
In Guards! Guards!, Carrot is staying at a brothel. He has no idea of his home's true nature. He also misses the point when he tells this to someone else, and they are impressed that he can afford it, and by his stamina.
In First Riders Call by Kristen Britain, Karigan G'ladheon stays the night at a brothel. Unfortunately for her, she happens to be staying in the same room as Trudy, a prostitute who only caters to lesbians. The morning after, Trudy won't stop implying to Karigan's friends that they, ahem, had relations.
In The Third Life of Grange Copeland, Brownfield winds up staying at a brothel when he gives up searching for his father. It turns out the prostitute was his father's ex-lover, and he sleeps with her too. And her daughter, who's another prostitute. And then he marries her non-prostitute niece and the father comes back and marries the first prostitute and really it's just a big, dysfunctional mess.
It's mentioned in one of the Aubrey-Maturin books that Stephen Maturin stayed in one of the brothels in Jakarta, where the ship is docked on a diplomatic mission, because it was simply the cheapest place to stay, not to mention convenient for carrying out his trade. The girl he shares the bed with is only initially surprised that he's not interested in sex. The crew of the ship, naturally, don't know about his job as Britain's premier spy and come to the obvious conclusion about his, er, stamina and prowess.
In the novel, The Thief and the Dogs, by Naguib Mahfouz, Said runs from law enforcement after attempting to murder his old friend, Ilish Sidra. He hides for the next several days with his old friend, Nur, who just so happens to be a prostitute. "Intimate" relations between the two are implied.
Oliver Twist: Nancy, a prostitute, takes the novel's title character – a young street urchin – under her wing. Unlike most other examples on this page, there are no sexual relations between the two; Nancy's motives are pure in that she vows to reform Oliver into a respectable young man.
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The title character in I, Claudius sometimes stays with a hooker named Calpurnia, especially when Caligula is in power and staying in the royal palace is getting dangerous.
In The Bible, in the second chapter of Joshua, the prostitute Rahab houses and protects two spies sent by Joshua, and she is commended in the book of Hebrews (11:31).
In Assassin's Creed II Ezio, Maria and Claudia seek refuge in a brothel while the Auditore men are being rounded up and arrested. They remain there until they can leave the city.
The ladies of Whitechapel would sometimes share rooms, and in the days leading up to her murder, Jack the Ripper victim Mary Kelly shared her room with between one and two women, Julia and possibly also Maria Harvey.
Rebels during the Boshin War often sheltered with prostitutes.