According to the video and Radar, they were at Dimples Supper Club in Burbank California for Shannow Woodward's birthday party. Later they headed to the Renaissance hotel in Hollywood to continue the party.
The story is from Radar Online, so take it as you like... Not the most reliable source at all.
Source | Source
Thanks to Rpattzscene for the link
As far as I know, Katy Perry is dating Russel Brand