Here is a current picture of the building Crazy Horse was in.
I know for a fact that it was open until the mid 90's, as I worked in the bar next to it, called The Hennessey. In the picture, Crazy Horse is the brick buiding on the right.
you can view the pic at geekswebsitedesign.com/crazyhorse.jpg
if you have problems viewing it, or if this post doesn't allow me to put a link,
email me at ericmccowan AT yahoo DOT com