Can't think of anything that overt, however Coceter Chronicles does feature some dimension hopping between the Fae realm where it begins to the human realm, where it leads. The human city is very much affected by old latent fae magic, and the town you end up in is named after the sex/lust/love goddess from the fae realm. As a result the city is full of sex and sex related stuff. The lingerie shop has glory holes in the changing rooms, the biggest employer was once a whore house, but due to recent laws and the waning influence of fae magic on earth its now more of a themed club, where all the waitresses are bunny girls. But yeah, everything you can do on earth has sexual connotations