And Behind Door Number Three? is a short story from The Babe Wore Red and Other Stories. It was later reprinted in the collection Booze, Broads, and Bullets.
Plot
Set in Old Town, it involves Gail and Wendy trapping a serial killer known only as Cowboy with a penchant for carving up prostitutes. After Wendy lures him in doors, Gail shoots him in the knee and ties him up. The story ends with Miho coming in to torture him.
Characters
Setting
The story is set after The Hard Goodbye as Wendy is wearing Marv's necklace. It is also probably set before The Big Fat Kill as Wendy didn't appear at all by then, and Gail was in charge in that story.