The room is located on the second floor of the Blackwater Saloon, the staircase to access it is inside next to the Blackjack table. It is a necessary component to achieve 100% Completion.
This upscale room features a bed where the player can rest and a chest that contains ammo. There is also an unusable piano, a few lavish couches, a desk, and a fireplace. The player can exit this safe house through both doors.