39 isn't known as a late-night place. But Farose is wildly popular and open until morning. Ban Thai also, but I have not checked out the late-night scene there recently.
Phaholyothin Theater is still active. The Prince still limps along after 75 years (by the looks of the place). There are others (Capital, Nonthaburi Rama, Bankhae Rama, a couple at Wongwienyai)...but I think you will find these two most convenient.
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