Mudd Hunt
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After telling Arthur Kilpatrick that Mike Durbin ("Muddy Mike") has headed to the Downtown district during the Jumpin' the Bail quest, this quest will automatically become activated in your journal. Continue where you left off and take a cab or the sewer system to Downtown, then proceed to the Skyline Apartments next to Club Confession.

Since the message on the answering machine back at Marian's place mentioned apartment 2A, you're obviously going to need in the second floor apartment. Either enter the air ducts from the basement or take the elevator up to the second floor and pick the lock (skill of 5 required). Once inside, grab the two Car Stereos on the counter for future liquidation, then listen to the answering machine to hear someone telling Durbin and Milton to meet them at an unknown location across from a bar.

Before leaving the apartment, go upstairs and grab the Kendo For Advanced Students manual that's lying on the floor of the bedroom. If your skills are sufficient enough to read it, it will instantly increase your melee skill. Next, head back to the elevator and take it to the ground floor, then exit out to the streets of Downtown.

The bar mentioned on the answering machine is The Last Round, which is quite aways away from where you are now. Head back to where you began the Downtown district, then continue down the street until you eventually find the bar on the left side of the road. You'll know you're getting close when you begin seeing a few dead bodies in the road and a Knife lying on the sidewalk. From the entrance to The Last Round, cross the street and take the alley to a set of steps up to a white door. This is the "unknown location" you were looking for.

Upon entering the warehouse, you'll immediately be shown a bloody corpse hanging from the second floor. Before heading up to investigate, talk to the bum to get a few bits of information about what happened here. Since you don't want the bum going around telling anyone else about a vampire attack, try and convince him to keep his mouth shut. A little persuasion or intimidation will work, if your skill is high enough. If you're successful, you'll gain a point of Experience and a Masquerade Redemption.

Next, head up to the corpse and search the area. On the floor near the body, you'll find a Luckee Star Room Key. Since the Lucky Star Motel is in the Hollywood district, and this is the only clue you can find, you'll have to wait until Hollywood is available to you to continue the quest.

When you reach the Hollywood district, though, pay a visit to the Lucky Star Hotel. Move into the courtyard, then take the steps up to the second floor. The key you found will unlock room 6, which is on the left side when you first entered. As soon as you open the door to the room, you'll witness "Muddy Mike" being murdered by an unknown assailant. This cutscene will spell the completion of this quest (and two more points of Experience), although Durbin's murder will trigger an update to the Carnival of Death quest, if you have it.