Which is close to 100% of your options. I believe that Carnivale had (has?) dancing one or two nights a week but don't know if it's a regular thing. Call.
----- Carnivale 702 West Fulton Market, Chicago, IL 60661
Do you mean 1920s supper-club/ballroom with Glen Basie OR just a restaurant that morphs to a lounge/club (ala Dragonfly) OR a music venue that has food in it (not one I am really familiar with)?