The Plaza Atlanta Theatre plays the Rocky Horror Picture Show every Friday at midnight, and people go all out for it, costumes and singing and everything. Tickets are $12.
Fernbank has Fernbank After Dark from 6:30 every second Friday, offering a variety of unique after-hours experiences, including evening access to Museum exhibitions, live music, full bars, tapas menus, films in the giant screen theater, and all-new science demonstrations and encounters. Tickets are $15 for admission, or $20 for admission + film ticket.
ATLtoDo Recommends: Castleberry Hill Art Stroll is a nice self-guided tour of all the galleries down in Castleberry Hill, and happens every 2nd Friday of the month, from 7pm-10pm.
High Museum has Jazz Fridays every third Friday of the month, “an evening of art and music” that they keep the museum open extra hours for. Free with museum ticket.