A nightclub is as implied, a club more inclined for use as a place to dance and socialized, as opposed to more sexually oriented strip clubs. While strip clubs are more common in the GTA series, nightclubs are significantly rarer. Grand Theft Auto: Vice City, Grand Theft Auto: San Andreas and Grand Theft Auto IV (specifically, the The Ballad of Gay Tony DLC) are the only games to feature nightclubs as interactive locales.
The first interactive nightclub in the series is the Malibu Club, which becomes accessible early in the game, containing a lively interior complete with an active dancefloor, a bar, and an overhead office. The club may even be purchased by Tommy Vercetti after "Shakedown", and its office used as a meeting place to stage a heist.
In GTA San Andreas, nightclubs may be used by the player to dance with a girl, in a minigame similar in fashion to the Lowrider Challenge. The nightclub also comes complete with video games, snack and drink machines. Three nighclubs exist in the game: Alhambra in Los Santos, Gaydar Station in San Fierro, and an unnamed club in Las Venturas adorned with neo-new-age murals, found east of The Camel's Toe right across the street from the basketball courts.
Nightclubs are largely seen in the original GTA IV game as non-interactive locations. The closest to a nightclub in the game is Club Liberty in Northwood, Algonquin, which actually serves as a place for the player and a friend or girlfriend to drink.
Nightclubs take centerstage in The Ballad of Gay Tony, where at least three clubs, Hercules, Maisonette 9 and Bahama Mamas, are featured as accessible locations for the player to trigger nightclub specific minigames such as dancing and champagne drinking.
Please note that Bahama Mamas is only available in the mission Boulevard Baby, unless you glitch into it.
A nightclub is an drinking establishment that does its primary business at night. Music is a major feature of nightclubs and they have a dedicated dance floor.