Q. What is it supposed to be on the show?

A.  A wild Mexican town where anything goes.

Q. When do we see it?

A.  In Episode 5, when Logan leads William & Dolores into the city, promising that it is the ultimate adventure at Westworld... It's in Pariah that the trio end up at the orgy (although that was a completel different filming location).

Q. What is it in real life?

A.  A well-known standing set, on the back lot of a major motion picture studio.

Q. Where can I find it in real life?

A.  If you live in L.A. or have ever visited Hollywood as a tourist, you may well have already been to Pariah without even realizing it.

Have you ever been to Universal Studios Hollywood?  Have you taken the famous tram tour there?  If so, then chances are very good that you drove right through the heart of Pariah.

Because Pariah is actually just the well-known "Mexican Street", a permanent outdoor set on the studio's famous back lot.

Granted, they fancied it up a lot, with the addition of statues, crypts, and other ornaments.  And they also used CGI to add a lot of additional buildings "behind" Mexican Street, when we first see the town from a distance.  And oh yes, they also added some towering Utah buttes in the background (and a Utah view as they were approaching the city).

But all of that is simply decoration for the heart of Pariah, which is Universal's Mexican Street.

Here is a photo of that back lot set, without the added decor and crowds:

You'll find Universal Studios Hollywood at 100 Universal City Plaza, in Universal City, CA.  And you'll find Mexican Street on the studio's tram tour.  ( It's located just northwest of the Jaws shark lake. )

Here is a Google Earth aerial view of the Mexican Street set at Universal.

And here is a map link to the studio.

Q. How the heck did you figure out where it was?

A.  I knew I had seen this Spanish-style church before, and I was pretty sure that it was a back-lot set. 
I only know of two Spanish-style church sets.  One of them had already been used on the show for the earlier Las Mudas scenes, so I could tell that it wasn't that same one.

I've taken the Universal Studios tram tour multiple times, and have shot photos of most of the sets. So I assumed the church was from their Mexican Street set. I double-checked the photos, and sure enough, it matched perfectly.