Anybody remember finding a story called "Magic Brothel"?
It starts out with a guy visiting a magic brothel, and he picks out a girl, and he's shown what the magic is.
The magic is that there are a bunch of tools in rooms, and there are two colors for the handles.
Green is for pleasure and retaining control, and red is for pain. There are also cloths for removal.
The first night ends with him decapitating the girl he chose, putting nails into her shoulders, and attaching her body to the ceiling fan, and fucking her like that while her head watches.
I can't find anything past that, but I remember a kind of "Choose your own adventure" story version that went further.