There was a middling steak house in the hotel Rossiya that turned into a discotheque on certain nights back in the '90s. Also a Mexican bar, the Armadillo, between Red Square and Chinatown. Brings back lots of memories.

Moscow is a megalopolis, perhaps 15 million total -- New York-sized. Much larger than the other continental European cities. There is no shortage of cultural activities, but the restaurant scene is a bit opaque. The wealthier expats will probably be the best resource on the good restaurants and clubs.

Much of the best socializing happens in private homes. Moscow has a small but significant population of truly wealthy (eight-figures-plus in USD) individuals. Again, similar to New York. This population drives the upmarket products and services in Moscow. This is my theory as to why upmarket products and services are stratospherically expensive in Moscow.

Unlike NYC, the middle and upper middle class is small. Another generalization, generally true: nearly everyone in Russia who wants to make something of himself is in Moscow. You'll find everything you can possibly desire there, but it will take research to find and likely money.