Essex Market Place was a one-block alley running from Ludlow to Essex, between Grand and Broome. According to Gil Tauber at oldstreets.com, it was eliminated in 1926. Today the space is occupied by the massive New Design High School.
I’ve known about its (former) existence since I was a kid, poring through old editions of the Little Red Streets book when the other kids were out playing stickball or beating up or getting beat up by the other kids. And, Hagstrom continued to show the alley long after its demise, until its hand drawn maps were replaced by computer digitized maps around 2000:
I’ve circled it in red here…
There’s a driveway into the high school facing Essex, but I’m not sure if it’s in the same spot as the old alley.