I cannot speak about Russia, but that was not a problem in Poland. Late night entertainment was the norm, albeit most of it took place in private homes (some of which also served as 24/7 "convenience" stores selling booze) rathr than restaurants which curiously were called "dancing" (quite cheesy type of stuff). Eastern European societies are very high on informal networks in lieu of formal institutions (e.g. verbal agreements instead of formal contracts, informal self-help instead of nonprofit organizations, under the table deals instead of market transactions, personal conncetions instead of formal application process, etc.) - so looking for late night entertainment in public places could be quite misleading.
Ditto for books. You could get any publication (book or record) through informal networks.
I dare to say that an average Pole under state socialism had a far greater exposure to foreign ideas and publications than an average US-er in this self-styled bastion of freedom.
Wojtek