In the scene when they're taking a bath in the wh*re house and they're playing the drinking game, watch the whiskey bottle. At one point the bottles almost empty and then it's almost full, and then almost empty again.
First of all, back in the 1800's the "wh*re houses" you refer to were actually called bordellos. Second of all, maybe they were served, after all, it was a bordello, the last time I heard, a bordello had GREAT service.
They were called "wh*re houses" back then, too. The fancier ones were called bordellos, but the term "wh*re" (and thus "wh*rehouse") certainly existed in 1881. And even when they do continuous shots, but simply cut from actor to actor and back and forth from long shots, the bottle level drops, like during the entire time they are playing a single round of whatever game they're playing.
If you look closely between the bathtubs. As they drink. There are several empty bottles on the floor there showing that the bottle refilled due to it being a new bottle.
This is because they do not film it all in one shot..they take breaks, and do not record in the order as it appears in the final movie. Besides; How full their glasses are does not exactly tie in to the plot, you may have noticed.