There was a chain restaurant that used to be in downtown Cleveland called "Dick's Last Resort". If you're not familiar with the place, the whole theme of it is that the entire staff is supposed to be rude to you and ridicule you the whole time. It's funny, but you really need to be thick skinned to go there, because they would make some really low blow remarks about you while you're there. They would stick insulting notes on you, throw toilet paper at you, make silly hats with embarrassing remarks on them and stick them on your head while you're eating, and more. Even the hostess is pissed off at you as soon as you walk in the door.
When I was in Chicago a few years ago for a marketing conference, one of the vendors hitting us up for business invited us to some VIP room in the Hard Rock restaurant. I didn't even know they had them at their locations, but it was pretty swanky. We went in a private elevator to get up to the floor it was on, and the interior decor was really trippy with all sorts of colorful lighting and mystical decor. We just had drinks there though. I would love to know how much it costs to use that room though if my friends and I were ever in town there again.
There were several hidden away spots some of my friends have taken me in Pittsburgh. One was an underground after hours diner, a couple floors deep in what I guess was originally a bomb shelter in one of the buildings. It was totally word of mouth, as they didn't have any signs out front. Another was an after hours bar which was upstairs in one of the gay bars on Forbes. You have to be a member to even get into the main bar, or be a guest of someone who is a member. After last call, they open up the "other" bar upstairs and stay open until the wee hours of the morning.
When I was younger, my parents used to take us to this restaurant that was literally a cabin tucked away in the woods. It was part steak house part Italian restaurant, but similarly, it was really only a place the locals knew about. You had to drive a few miles into this wooded area, on this dead end road that took you straight to the restaurant. It was kind of creepy because there weren't even any street lights leading into the place - it was just a dirt road. We used to scare each other outside while our folks were paying the check, since it was literally pitch dark outside of the restaurant.