There is at least one in every big city in Brazil. They are technically not brothels, they are saunas, but the clients never have sex with each other, only with working guys. The working guys each set their own price and do not work for the sauna’s manager or owner, he is just here to charge an entrance fee and then a separate fee for a room if you want to enjoy privacy with one of the sex worker.
This arrangement is fully legal in Brazil.
In the biggest ones in Rio and São Paolo, you can chose among 40 working guys on a busy evening.
The guys are also very cheap compared to US prices.
There is a similar arrangement in one sauna in Zurich and another one in Barcelona (also fully legal).
There are 2 gay brothels in Tokyo, and these are actually brothels: you pay the manager, not the guy (this is also fully legal).