If you're in the mood for some schvitzing and blintzing, grab a group of friends and head to Spa 88 for an old-school Russian bathhouse experience, where you can drink, eat and party the way you've always wanted to...in your bathrobe.
Upon arrival, grab a locker key, don a halat (robe), and meet up in the predbannik, a dim, damp lounge with large leather couches separated by ornate screens and covered with sleeping Russians. Flag down a waitress for some vodka or kvas (Russian bread soda) to kick off the night, then venture out to the maze of rooms hiding co-ed pools and saunas. Bear the sauna as long as you can, then douse yourself with buckets of ice-cold water—it hurts, but it's worth it for the post-douse rush.
Smoke your cigars in the leather-seated cigar lounge, then head back to the new relaxation room, where your group can unwind on private floor mattresses and enjoy a Russian picnic—Borsht, Blintzes with Red Caviar, and of course, quintessential spa fare Pickled Herring—all without leaving the comfort of your robes.
Rent out the entire space from 11pm to 4am for quite possibly the most interesting night ever, or for smaller groups, just show up with your $30 entrance fee.
And they say good times don't come cheap.