You're in Sarajevo. It's even later than before. The sun has definitely set by now. You're looking for music and dance. While Sarajevo isn't a destination you would travel to in search of nightlife, if you're anyway there, you should definitely sample it. There are definitely good times to be found.
This is especially true if you've not been out late in the Balkans before (if you really want to sample Balkan nightlife, head to Belgrade, Budapest, or Budva - the latter in the summer months). Balkan nightlife has it's own unique flavour: to start, it has a smokier aroma than most places (simply because you can still smoke inside); it can also be a bit macho, a bit standoffish; some venues, in place of a dance floors, have areas of high tables to be seen at and to watch from; it feels like there is less mingling and more observation; then there is the music, which in many places will stick exclusively to turbofolk.
This said, much of Sarajevo nightlife is not at all like this and is much more relaxed. Read below for some suggestions about where to go late night in Sarajevo. Again, as always, the list in not exhaustive and all are just suggestions.
Trezor
Trezor is probably Sarajevo's coolest nightclub. Hidden a bit out of the centre in the Mariijn Dvor neighbourhood, you enter through a garage arch in to a big club space with decent light and sound systems. The place opens at 10PM and closes at 6AM and hosts a series of local DJs in between who play electronic, hip hop, and more, depending on the night.
Trezor details
Nightclub
10PM - 6AM
Generally electronic music, but this can vary depending on the club night
Rock music was big in Yugoslavia: this place carries the torch and is a classic Sarajevo night out. The club is located in an underground space right in the center of the town on Maršala Tita street. It's a smokey, rock filled cavern with enthusiasts headbanging in sweaty, band t-shirts.
It can get very busy and in some ways is a place to go when you're done with conversation for the night and just want music and some more drinks. The entrance fee here is symbolic and is only charged a bit later into the evening.
Underground Club details
Nightclub (that is underground, naturally)
Generally open from 7PM to 5AM
Mostly plays rock music, sometimes with live bands
Jazzbina is a live music venue, which often, as the name would suggest, has jazz. Though, other genres of music are also showcased there, including rock and blues. The venue is an intimate, underground space, with a cool crowd. The entrance is down a side alley, next to the city's only McDonalds, and the door opens directly onto the staircase.
Contrary to its name, this is not a cinema. It's probably the city's largest nightclub. The main room is a big open space (with the above mentioned high tables) with a mezzanine all around it, a DJ booth, and lights. It's open until 5AM and draws a large crowd. They offer a range of nights: club, resident DJ, live music, salsa nights, and more. Take a look at the Cinemas Sloga Facebook here.
Cinemas Sloga details
Large student style nightclub
A mix of music, including regional music, depending on the club night
If you want to feel the Balkan club vibe, you should head to Das ist Walter Club. It may or may not be for you (the same is true for Sarajevans also). Take a quick look at the reviews on TripAdvisor and you will see what I mean. One patron says, "If you want to feel like you not only don't belong, but are interfering with everyone else's day, go to this... club? ...Have to admit though, the music was absolutely banging; unlike anything you'll get in Western Europe" while another writes, "For all the decent places in Sarajevo this is one of the worst. Way too crowded and the staff are the worst in Bosnia that I have found. Will never return."
In any case, check it out if you fancy. Expect crowds, lack of space, smoke, turbofolk music, and the macho side of the Balkan vibes. If for some reason you go but are not let in, you can walk a few minutes to a very similar place called Dorian Gray.
Silver & Smoke
This small basement club is open until 6AM and offers house/techno music and an actual dance floor - though it can get too crowded to really dance. Take a look at the Silver & Smoke Facebook here.