I used to do a few different versions of this for most of the 30+ years I lived in NY. I used to love walking all over manhattan alone late at night. I would do like 10 mile walks just for the heck of it with music going. Or I would hop on the bike and do similarly.
When there would be friends involved, we'd usually be at Chinatown Fair all night until close, then walk down to Elevated Acre and hang out there (this was pre-9/11) until 3 or 4, then walk our friends from Staten Island to the Ferry. If the mood was particularly good, we'd take the ferry with them and then ride it back and everyone go their separate ways.
There used to be houseboats around lower manhattan back then and it was a nice (albeit sketchy) walk from Chinatown down to the tip of the island. There was also pretty briefly this wild hole-in-the-wall DUMBO nightclub projecting porn on the walls that we would frequently stumble into on our way down there.
Things like that were honestly the best part about living in NY, but also it's long in the past.
