The Clothing Store is located in Chicago.
Throughout The Vampire Diaries
After Rebekah was undaggered after 90 years in Season Three's The End of the Affair, Klaus, Rebekah and Stefan went to the clothing store so that Rebekah can buy era-appropriate clothing, since she was still in her flapper dress from when she was daggered in the 1920's. Rebekah was trying a dress, which she declares, "There has to be more to this dress." When Klaus confirms that there isn't, she snarks, "So women in the 21st century dress like prostitutes?" She reminds Klaus that she got dirty looks for wearing pants in the past, and snits that the music in the store sounds like a "cable car accident." Stefan left the store when he saw Katherine outside across the street. Rebekah bought (or stole, using compulsion) several outfits, which she wears in Gloria's bar.
The music playing in the background at the store was Martin Solveig feat. Kele - Ready 2 Go.