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To my knowledge, there are no laws prohibiting the use of still or video cameras in any public places anywhere in the U.S. (There may be situational exceptions--such as secret surveillance, but don't ask the NSA about that). But every property owner, including the owner or management of strip clubs, has the right to prohibit such actions on their property. And I expect that most exercise that right, and have such policies posted near their entrances.
There are likely exceptions, for instance some friends have posted photos of themselves posing with Chippendales dancers on Facebook. Clearly the dancers knew their photo was being taken, so permission was granted.
Your best bet is always to ask management before taking pictures or video.