"The Shooting Gallery" is the street name for a particular well known, run-down, trap house in Albuquerque that is primarily populated by heroin addicts. Jesse ends up here after he wakes up to find his girlfriend Jane dead. After being driven there, Walt, against Mike's advice, goes in to retrieve his partner ("ABQ").

Trivia

The actual location of the house was at the corner of Silver Avenue and Cornell Drive in the University Heights neighborhood of Albuquerque. The house was built in 1908 and was a historical landmark that represented eastern suburban growth as one of the first houses on the East Mesa. The Werner-Gilchrist House was demolished in November, 2011.