In the Persona series, the Velvet Room is an extradimensional space which the protagonist visits to perform tasks essential to their journey, such as the fusion of captured spirits into more powerful forms, the acquisition of hints, and occasionally other more esoteric mechanisms. It is always depicted as somewhere between, such as an endlessly-ascending elevator, a lounge with a piano and blue curtains, or even the character select screen.
In Persona 4, it appears as a long, moving automobile with a bar set up inside, which of course makes it a limo-nal space.