Yeah, I'm pretty sure the In-n-Out stays open later than the Elephant Bar.
If you keep going south from the Elephant Bar, there's a place called Leanne's that's decidedly mediocre, but open 24 hours.
If you want someplace open 24 hours that's actually good(ish), your best bet is going down to Heidi's Pies in San Mateo, on El Camino Real. (It's not that long a drive, and the pie is good.)
Oh, yeah--there's also a 24 hour doughnut shop at California and Burlingame Ave. in Burlingame. They start putting the fresh ones out around 10 or 11 PM.
There may be a stray bar or two open late on Burlingame Ave., but don't count on it.