Reporting only from the quieter of the two islands: there currently isn't much nightlife on Nevis, because it is a quaint "old world" island and it doesn't have much in the way of discos or night clubs. There are however some fun places you can go on Nevis which do stay open until the wee hours of the morning, it's just a case of knowing where and what they are. 

On Fridays you will find the "action" in Charlestown at the Courtyard with a DJ until very late (sometimes four or five in the morning). 

On Sundays from 1pm Chevy's Calypso Bar & Grill located on Pinneys Beach hosts a "Calypso Buffet" to the tunes of steel pan music. The buffet consists of local delicacies such as Nevisian curry mutton, jerk calypso chicken, ribs, roast beef  and Mahi Mahi, all served with various sides including steamed vegetables. It is quite a well prepared selection, using some fresh local herbs and spices. From 6pm there is a regular Sunday night beach party called "Reggae Nights" with local DJ Zimba and a huge bonfire.  A good mix of visitors and locals turn out for this and the party goes on until the last guest leaves, which is sometimes in the wee hours of the morning.

Monday's are  Dinner & Karaoke Fun at Chevys. Dinner is from 6 pm and karaoke starts at 9 pm. This too is a fun evening and goes on as late as 1 pm. Tuesday's is buffet night with live music at Oualie Beach Resort with the Oualie Beach Boys band. This can sometimes go on as late as 1pm.