Sleazy bars are cheap, dirty, and dark places loaded with a diverse set of socially unacceptable thirsty people, usually open till dawn or never closing, marked by low-character of quality, where the smoke is so thick you can hardly breathe and the music is too loud.
Although these places hardly can be defined in one category, some common ground is that food (if any) most likely runs of your plate, you rather piss next to than in the toilet, and you have to take several barriers to enter, like thumping fists on the door, shouting or other kind of rumble. Sleazy bars may be rough, but are still renowned for their excellent atmosphere.