From Wikipedia, the free encyclopedia. The Kansas City Club, founded in 1882 and located in the Library District of Downtown Kansas City, Missouri, USA, is the oldest existing gentlemen's club in Missouri.n 2002, a developer bought the Kansas City Club's 1922 building and turned it into loft apartments and a banquet hall, renaming it the Clubhouse on Baltimore.. Since 2010, the club has lent space to Washington University in St. Louis 's Olin School of Business local Executive MBA  program.