East Side Pockets (on Thayer) is an awesome place for late night food (though I've had at least one incident where I arrived around 12:15, the sign says open until 1:00, but it was dark). Just a couple of doors down, Bagel Gourmet Ole is open until 1 or 2 - it has bagels, bagel sandwiches, and mexican food.
I go to both of these places fairly regularly, the staff are wicked friendly and the food is good for the $4-6 you're paying.
I almost cried when the Neighborhood Association forced the Twist license to include closing at 10/11 pm. (Twist is the new Pinelli-Mara place that replaced Bookstore Cafe in Wayland Manor). I live within stumbling distance and their apps would be awesome late night snacking.