In America, a happy ending is illegal and not done at legitimate spas. However, there are many "spas" 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 tradition, but it has also sometimes become 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."
It is never appropriate to ask for a happy ending at most legitimate spas around the world or during an in-room massage. Happy endings are sometimes legal overseas. Cebu City, Philippines, is known for lingam massage, though it is considering banning it.