To cater to Western tastes, the major cities KL, Georgetown, Melaka, Johor Bahru, Kuantan, Kuching, and Kota Kinabalu and the beach resorts have nightclubs and cocktail lounges with live music.
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The major cities now have night clubs and cocktail lounges with live music to cater to Western tastes.
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Unfortunately you won't be able to find any live music in any of the major cities or beach resorts.