Goliath has been, to date, the only Illuminati prisoner to escape from the Hotel Cabal, when Matt Bluestone loaned him an Illuminati hotel-key that Mace Malone had loaned him. Malone, who was conducting the interrogation at the time, was far less fortunate, losing his key in the course of the encounter and remaining trapped in the hotel for the rest of his life. ("Revelations") 
Inside, it is filled with a maze of bizarre rooms and bewildering traps, all designed to drive anyone trapped inside to near madness. The Illuminati use it as a place to conduct interrogations, imprisoning their intended victim within the hotel and using its traps to weaken his or her resistance, until they are able to pluck all of that person's deepest secrets out of him or her. The only way to escape the Hotel Cabal is by possessing one of the special hotel-keys, which automatically deactivate the traps for anyone carrying them. Needless to say, the hotel-keys are reserved for the use of the Illuminati only.
To maintain appearances the Hotel may be a truly functional hotel on its lower levels or perhaps the public is told it is constantly under renovation.  Regardless, it should be noted that a large, glowing, neon sign is affixed to the building which serves to hide the Illuminati stronghold in plain sight.