The only late night option for food in the Mandalay Bay located in the back part of the casino near the nightclub & Mandalay Bay arena. The food is pricey, I think I blew 20 bucks for a sandwich & some chips (and just when I though the blackjack worked me over bad that night.) despite my resentment for the price that food was actually decent, not worth the price but if you're starving it hits the spot.