It's a law in Quebec (Montreal's province) that a venue that sell alcohol needs to shutdown at 3:00am. Some smaller places there let you order your last drink at 3:00am and then may ask you to drink it at a table near the door. The only exception was for New Year Eve 2000 when bars exceptionally closed like around 5:00-6:00, but I only vaguely remember that night. ;-)
After-hours clubs and rave can close later, but they cannot sell alcohol.