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Dunno if Saratoga Springs is close enough for you, but 9 Maple is a classic (no food), and Max London's bar offers terrific cocktails, like a Manhattan with Sazarac rye and Vya vermouth. Can't speak with any authority about Albany proper, although I've enjoyed the cocktails at the bar at Angelo's 677 Prime quite a lot.
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Max London's Restaurant
Saratoga Springs, NY, Saratoga Springs, NYAngelo's 677 Prime
677 Broadway, Albany, NY 12207

