The best LBGTQ friendly gay bars / clubs in Atlanta include: What are the best gay clubs/bars in Atlanta? Pre-game at Tavern at Phipps for a ritzy start to a social evening. Varies by county (most are set at 2 a.m., while others may have different times or no time at all). What are the best music festivals in Atlanta? In Atlanta, most bars are allowed to close at 2:30 a.m., but Underground Atlanta (shopping & entertainment district) can operate until 4 a.m. Recreational weed is not legal in Atlanta, but weed has been decriminalized. This means there is no jail time for individuals caught with less than an ounce of Marijuana.