Foam Party

Foam Parties are very popular social event in Vinlius. One of the venues is Salento Club.

Metelica

Metelica (blizzard) is a club in the center part of Vilnius where it is snowing all year long :)
It is famous as the best Russian-speaking club in city.
I would add that the payment system is also quite interesting. At the entrance you get kind a credit card with limit of 200 LTL (~60 EUR), and you cover all purchases with cash just once when you are leaving.