We investigate properties of the inner horizons of certain black holes in higher-derivative threedimensional gravity theories. We focus on BTZ and Spacelike Warped Anti-de Sitter black holes, as well as on asymptotically Warped de-Sitter solutions exhibiting both a cosmological and a black hole horizon. We verify that a First Law is satisfied at the Inner horizon, in agreement with the proposal of [12]. We then show that, in Topologically Massive Gravity, the product of the areas of the inner and outer horizons fails to be independent on the mass, and trace this to the diffeomorphism anomaly of the theory.