One of my favorite old movies is “SERGEANT YORK”, with Gary Cooperin the starring role.You may recall that early in the movie, York is portrayed as a drinking man…he goes o a saloon that is built across the Kentuckey-Tennessee state line. The bartender cannot serve York a drink in Tennessee,so he motions him over to Kentuckey, where he pours York a drink.
Is this factual? Did Tenessee have statewide prohibition in 1917? And, CAN you build a bar/nightclub that starddles a state border (to take advantage of differing laws)? 
There may not have been state-wide prohibition in Tennessee in 1917, but there certainly could have been dry counties.
As to whether or not a bar can straddle a state line, I don’t see why not. In Colonial Beach, VA the pier extends out into the Potomac River. At the end of the pier is a bar that has gambling (slot machines). Slot machines are illegal in VA, but not in MD (which is where the bar is physically located - the state boundary is the mean high tide on the VA side of the river).
The Florida-Bama bar does sit on the state lines. It is a great place right on the beach. I can’t remember what the drinking laws are in each state, but I think that the bar did take advantage of the diffrent laws. I was just too loaded to clearly remember.
There is a hotel called the Cal-Neva Resort built on the border of California and Nevada. It has a casino built on the part that is in Nevada. Frank Sinatra owned it once, but he lost his gambling license because of his connections to organized crime.