Hi, I always find it a bit difficult to find good entertainment in Mumbai at night. The cinemas run their last show around 11pm and during the week most restaurants are shut, too after 10pm. There are some places though that have night program:
1. Blue Frog: Bar and place where often concerts are held
2. Hawaiian shack, bandra and juhu: Moderate club and bar
3. Olive, bandra: decent club and bar
4. Expat parties - thats worth another hub, but to start you could join the meetup group expat network on meetup.com
5. The airport has a pretty good restaurant that is open all night long and parking is free when you eat there
6. In Metro (junction between princess street and Bank of India) there is a flying food court every night till about 2am - awesome dosas, pav bhaji and the best kulfi in town!
7. Colaba always works, Leopolds is a famous and not shady bar
8. Most 5 star hotels are open all night long - eg. in the Marriott you can have a pretty good beef burger for 700Rs, many big hotels also have parties, eg. the Four Seasons
9. Kool Chef cafe has parties
- best is to check out timeout mumbai! Hope that helped, enjoy!