Jim's Bank is a shady enterprise owned by Jim Kaplan, the Quahog conman. The difference between Jim's Bank and other banks is that other banks are actual banks.
It is rundown, in a bad neighborhood, and accepts people as collateral. In "A Fish out of Water", Peter Griffin goes here to get a loan to buy a fishing boat. The "bank" forecloses early on the loan, as they are so sure Peter will not be able to repay it.
Jim's Bank is connected to Jim's Tattoo Parlor.