Post-Concert Dinner in Times Square Area
If you are willing to go out of the Theatre District, then I would grab a cab and go down to Soho to The Blue Ribbon, which is open until 4am...A lot of chefs go there after work, so it is consistenly good food and pretty reasonable...I believe it's on the corner of Sullivan and Prince...just Google it...but don't mistake it for Blue Ribbon Sushi....wide variety of choices, and a raw bar as well.
You don't mention any cuisine preferences, so here are a few different options in the Theater District:
Marseille, the very attractive brasserie, on the corner of 9th Av. & 44th St., has excellent French/Mediterranean cuisine and serves until midnight.
Cascina, on 9th Av., b/t 45th & 46th Sts., serves very good Italian food in nice surroundings. Open until midnight.
West Bank Cafe, on 42nd St., b/t 9th & 10th Avs., serves delicious New American cuisine and has very pleasant ambiance. I believe they stay open until 1 a.m.