This is an old black and white pre-code film. It centers around a group of female sex workers who testify as witnesses (I believe against a gangster) in a court case, I believe against their own peril. I don’t remember a lot about it but the final scene is the women leave the courthouse, walking down the long incline of steps into fog. Sound familiar? Thanks!
Marked Woman (1937) – http://www.imdb.com/title/tt0029217/