Many of Costello's songs are set, nominally at least, in bars. "King Horse" from Get Happy!! (1980) is an incisive character study of men at bars and the thin respect they pay to female bartenders. It's also about how some of those men pine for women but can't reach them, befogged as they are with drink and deceptions. The second verse is a particularly insightful and sympathetic portrait of a woman toiling behind the bar: "When it's someone else's weekend, that's the best you can expect."
I've written before about "Party Party" from the 1982 soundtrack of the same name, one of Costello's funnier songs about drinking. Though the tone is comic and the principals hapless, naive teenagers, the details evoke the meanness and loathsome regrets that absorb so many characters in Costello's songs.