Hotel room? I mean, just a plain old hotel? Ask for a corner room or tell the person at the counter you're going to be loud/would like some privacy. That should be fine.
If not yeah... I think dungeons rent out private rooms, if that's really what you're going for. Just find one in your area and investigate their website.
Also also, there are places like the one Rhiannon listed.
I'd recommend a hotel or motel though, especially if you're in a small local place that doesn't receive a lot of travelers. Should have no problems. Might be worried about police or something but I mean? Even if they show up, nothing would go wrong? It would just be a little awkward for you and them. They probably would leave right away, anyway. I don't expect the risk there to be too major, since if you both go up to the desk or something, it should be obvious that it's consensual. I find it hard to imagine anything would go wrong like that, but who knows.
Etc~