The Oktoberfest goes all day long and ends, for some, rather early. If you are the type of person that likes to party all night long then after midnight you’re going to have to find somewhere else to do it other than the Oktoberfest grounds. The vast majority of the hordes will head over to Europe’s largest party area, called Kult Fabrik. Kult Fabrik is a series of clubs near the Ostbahnhof (East Train Station) that has clubs that are open until the sun comes up. It is easy to get there from the Oktoberfest. Walk north out of the Oktoberfest and continue until you get to the Hackerbrücke S-bahn stop (The S-bahn is the commuter train). You can take literally any train in the direction of the city center (clearly marked on the platform), and you ride for about 15 minutes under the city center to the Ostbahnhof. Once at the Ostbahnhof you should be able to follow the crowd to the spot-lights of the Kult Fabrik.
Any local should be able to help point you in the right direction if you simply remember Ostbahnhof, pronounced as it is spelled, ost-bahn-hof. Again, once there, Kult Fabrik is pronounced like it is spelled also, but should be extremely easy to find by simply following the crowds at the Ostbahnhof.