In America, a happy ending is illegal and not done at legitimate spas. If you ask for a happy ending at a nice spa, or send signals by groaning and grinding suggestively, you are likely to encounter a mortified massage therapist who warns you that she will end the massage if you don't stop.
However, there are many "spas" that are basically fronts for prostitution, like the old-fashioned "massage parlor." They are often in the news for being raided and shut down -- something to keep in mind should you be tempted.
Tip-offs that the massage might include a happy ending is wording for services that seems a little off, like "all-body massage", "body shampoo", "thigh massage", or "oriental touch". Asian massage has a long and proud history, but it is also sometimes a code word for happy endings.
Another tip-off that happy endings are on the spa menu is the name of the "spa" itself ("Pleasers Spa"), or even the look -- a slightly seedy or unwelcoming appearance and a neon sign in a small window that says "open." At these establishments, the "massage therapist" might wear high heels, give you a back massage, then, without asking, give you a hand job when you flip you over.
It is never appropriate to ask for a happy ending at legitimate spas around the world or during an in-room massage at a hotel. Doing so can open you up to embarrassment and a quick end to the session.
Women who are interested in happy endings might have a little more luck at legitimate spas because there are some male therapists out there who are willing to overstep the boundaries. But more likely you'll get a lecture from the therapist about how he can't risk his job.
Happy endings are sometimes legal overseas. Cebu City, Philippines, is known for lingam massage, though it is considering banning it.