Cape May's nightlife is muted by Jersey Shore standards — this is a porch-rocker town, not a club town. What it does have is a handful of long-standing bars, the wine cellars of a few restaurants, the Boiler Room jazz club beneath Congress Hall, and the Cape May Brewing Company tasting rooms.
The town is technically dry in the historic district, so many bars are inside hotels or restaurants. The wineries (Cape May Winery, Willow Creek) are a short drive out and worth the trip for a tasting.