Warlock's Way is a street in Qarth. The warlocks are practitioners of magic and have exerted great influence in the history of the city. Despite decreasing importance, they are still much feared. The houses on Warlock's Way have no windows.
A Clash of Kings
While listing events that have happened in Qarth since the destruction of the House of the Undying, Xaro Xhoan Daxos mentions to Daenerys that phantom tortoises have been seen carrying messages between the windowless houses on Warlock's Way.