The mahjong parlor or gaming club appears several times in Higurashi no Naku Koro ni, starting with Onikakushi-hen when Ōishi calls Keiichi from said parlor. It is most likely located in Okinomiya. It's owned by an old woman who's watching the TV in her apparition.
The parlor makes a more prominent appearance in Hirukowashi-hen when Rena, under the magatama's influence, followed Ōishi to play mahjong. Keiichi and Akasaka play against the two in order to "save" Rena.