Russia may not be thing that springs to mind when you think about a theme for a bar, but considering that this is the country that gave us vodka, maybe it's not such an odd choice. Red Square, at Mandalay Bay, is a restaurant as well as a bar. You'll know you've found it when you see the headless statue of Lenin outside the front door. Red Square is nestled not far from one of the parking garage entrances, next to the space that was once the home of Rumjungle. Naturally, the interior is mostly red, and the selection of vodka and caviar is fit for a czar.