"The Soiled Dove" was located in an historic building that used to be a brothel back in Denver's sordid past. The venue was named after a once-popular euphemism for sex-worker ladies who populated such houses of ill-repute. FACTS!
Hal B

There is a current venue in Denver called 'The Soiled Dove Underground' but that seems to be a newer location and not where Robyn played in 1999. The 1999 location seems to have been at the above address based on this archived newspaper article from that time