Lady Magdalene's (2008)

Jack Goldwater, an IRS agent on loan to the Federal Air Marshal Service, is relieved of field duty after insulting a powerful U.S. Senator, and finds himself exiled to a humiliating desk job in Nevada as the federal receiver managing a legal brothel in tax default, where -- with the help of the brothel Madam, Lady Magdalene -- he uncovers an Al Qaeda plot to unload a nuclear-bomb-sized crate at Hoover Dam.