You have the Diners Club, you sign for it. You go first class in those joints, I know that, yeah."
What's the meaning of "joint" here? I checked the O.D. didn't find anything useful...
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In your example
means a "place", like a restaurant or a bar or just some location indoors where you can spend some time.
It's slang from the 30's or 40's. Bars were called gin joints, and the famous quote from Casablanca is
Of all the gin joints in all the towns in all the world, she walks into mine.
In casual English, joint means something like a place where a bunch of friends meet. It usually includes places like food restaurants, diners and things like that. The reason it's called a joint is because what it does is it literally joins people together when they meet. That's one common interpretation of the idea behind its meaning. In your quote, it probably just means a place.
The colloquial term joint is somewhat deprecatory. The sleazy bars where down-on-their-luck "private eyes" (detectives for hire) drink in the movies from the 1940s and 1950s are "joints". A greasy-spoon restaurant is a joint. A Michelin 3-star restaurant is not a joint, except when the speaker is being ironic or comical, or when the speaker uses the term "joint" indiscriminately to mean "place" (as not all speakers do).
For example, if you say
We usually order take-out from a pizza joint a few blocks away.
the meaning most native speakers of American English would glean from that statement is that the atmosphere of the pizza place is not very inviting for a sit-down meal there. It might be noisy. The door might open frequently as take-out customers come in and out. The formica tables might be wobbly and they might not be wiped off very well between customers. You might find napkins on the floor. It is not a quaint little neighborhood restaurant with red and white checkered tablecloths that has been run with pride as a family business for 50 years.