The pokey is where you go if you have been bad, or are suspected of being bad. It is jail, lockup, where they fingerprint, photograph, and get information about you. If they have lots of dirt on you, then you do not get to leave. Ima goin to the pokey.

more specifically (doubling up on my node, neat)

The county jail. "The clatter (patrol wagon) backed up to Sadie's nautch-joint (brothel) and whipped the broads down to the pokey.

- american underworld dictionary - 1950