From Roy's link.

Some say the FBI got wind of the subsidiary enterprises going down the block from the Tally Ho and began an investigation.

Later, the first addition to the Tally Ho was a dancing room, known as the Bamboo Room, lined with 4 inch bamboo from a local farm in nearby Perry County. In addition, four 'stalls' were added by the Mangolds and Capt. Henry (Willie) Lacy, USAF, in the original cabin room, currently known as the Entry Room. The concept for the stalls came from a restaurant in Memphis. Chains with a numbered brass plates, taken from the bulls at the State Fair. Often steaks from these prize animals were served at the Tally Ho.

Sometime after the horseshows began, a second house was built down the lot from the original cabin. This house was somewhat less comfortable, and slightly smaller than the Tally Ho, but if you were in the mood for a little 'game', it was the perfect spot.

There was a narrow gated lane behind the Tally Ho, and if the gate was left open, it meant there was 'action tonight.' Many of the wealthier and influential citizens of Selma were known to frequent the little gaming house.