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Most of the nightlife venues follow a similar schedule. They are open at 10:30pm and close around 4am. They can sometimes be open later depending on how busy the night is. If you find you are wanting club options outside of these operating hours, a Strip Club is a great option.
It is common for most clubs to close around 4:00 am. There can be some wiggle room depending on how popular the events are. For example holiday weekends or super popular events may go later into the early morning. The good thing is this is Las Vegas, and there is always something going on.