There are no strip clubs in Wendover, Nevada. However, the town—straddling the Nevada–Utah border—is known for its legal brothels, which operate under Nevada state law in rural counties (population under 700,000). These establishments are licensed, regulated, and located in the Nevada side of Wendover.
If you're seeking adult entertainment of the strip-club variety, the nearest options are in larger cities like Elko, NV (~120 miles west) or Salt Lake City, UT (~120 miles east), though Utah's regulations are far more restrictive.