Pigtown is a state of mind. Pigtown is a feeling. Pigtown fucks you up, no matter what it is.
But yes, one of the few constants about Pigtown is that it is centered around some sort of bar, and that bar is named “Pigtown”. Usually the bar is magical itself, but in the earliest instance of it, back in my first story, it was just a sleazy sex bar. The magic rarely extends beyond the doors of the bar itself, and Rod is generally confined to the bar proper–the exact relationship between the bar and Rod shifts from story to story, but they are usually linked in a rather intimate fashion.
The instances of Pigtown where anything happens beyond the bar proper are fairly new–only within the last couple of years has it appeared like that. As I said, the first version where that happened wasn’t even a story I’d written, but it was a caption done by a fan, @rbbrpigmen, but I liked the interpretation, and used a couple times myself.