Deep in the sewers of the city, there lies a door. A very nondescript door, almost blending in with the rest of the walls. If you inspected it closely for no small amount of time, you might find a slot, about eye level. Further inspection might find a slight bump roughly where a doorknob might have been once upon a time. If you manage to discover a way past the door, you would only notice a hallway, with many more doors. However, these doors all have faded titles of an occupation on them. Blacksmith, general munitions, and exotic imports are just a few. There's also a licensed doctor, surgeon, and general anesthesiologist on staff... if someone wanted to make use of them.
Of course, this is the Vale Black Market. A collection of some very corrupt individuals, making use of their occupations in less than legal ways. With the possibility of jail-time, the prices for any of the goods here are far above legal ones, but without all the silly restrictions. Someone could easily acquire alcohol underage, over the counter drugs without a prescription, or even prescriptions themselves if they could afford them. The blacksmith and general munitions experts can get their hands on any materials for their craft, and will fashion less than legal instruments of battle, again... if the price is right.
But this is only if you can get past the door. The door with no obvious entrance, made of a metal that can't be pierced, supported by the will of the gods themselves. Word on the street is that there's a specific way to knock on the door to get a guard to speak to you, followed by a password, along with a very stringent background check, and a brief interview with the person behind the curtain for the entire Market. But those are just rumors, right?