It may be that Fritz Leiber's stories about Fafhrd and the Gray Mouser were the origin of the thieves' guild trope. In any case, the Thieves' Guild of Lankhmar is a great adversary to these characters. A close reading of the stories can suggest some details about their headquarters, though perhaps fewer than a building from a movie such as the "Night of the Living Dead" farmhouse.
"Thieves' House" is chronologically later but the first published of the stories, from 1943. Thieves' House lies on Cheap Street, an empty alleyway. Its door is always open, its entry is lit by torches, but such false hospitality only heightens the foreboding of the place. The thieves on watch signal warnings with ominous whistles. Immediately inside the entrance, a shaft stretches up so thieves can attack intruders from the ceiling, and trapdoors in the floor allow thieves to surprise foes from below. Accessible from the entry corridor is a winding stairway leading up. On the second level of the building, the stairway opens onto a chamber lined with curtained alcoves. One of these alcoves has a secret stone door leading to a safehouse outside the building.
This alcove-lined room is the main setting for much of the story's action, since it is here that the Master of Thieves first examines the great treasure. From here, Fafhrd and the Mouser speed through mazy corridors, up and down several stairways, to egress through the roof or to deep cellars accessible only through ancient, forgotten stairs and passages lined with spring-blade traps.
"Ill Met in Lankhmar", published in 1970 and winning the Nebula and Hugo awards, revisits Thieves' House and its ever-open portal on Cheap Street. Fafhrd and the Mouser disguise themselves as beggars to infiltrate the building, since the Beggarmasters of the Beggars' Guild report to the Thieves' Guild. The front doorway is very low, since a niche is hidden above it on the inside from which two hidden guards may attack intruders. The front door opens into a corridor lined with four doors: three open into training rooms for thiefly skills such as lockpicking, pickpocketing, and dodging artfully, while a fourth opens into a dining hall. At the end of the corridor, a stairway winds up with curving balustrade.
On second story stretches a corridor identical to that of the first floor, except for its luxurious appointment, lined with seven doors. The first room contains costumes, wigs, and equipment for disguises. The next four doors are shut. The sixth door opens into a map room with a round meeting table and seven chairs, as well as numerous models of Lankhmart buildings. The seventh room contains the eldritch equipment and workspace of a felonious sorcerer and his imp.
Past the second floor, the winding stair continues up two more stories past two more empty corridors. On the fourth floor, a portable ladder leads up to a hatch in the ceiling leading onto the slate roof. A guard is posted below the hatch, and a thief on the roof passes signals to distant buildings with the light from a lantern.
These descriptions do contradict somewhat; in one, the characters go up the stairs to find a corridor, and in the other, they find a room. However, "Thieves' House" makes it clear that the building is rife with secret doors, traps, and secret passages unknown even to its residents. Perhaps such a secret door sometimes conceals the second-floor corridor or room.