The Night Market (or "Pasar Malam" in Malay) can be found at various places throughout K.L. and Malaysia. It's an open-air market which starts around 4 p.m. and ends around 10 p.m.
You can find a variety of things for sale. From fresh meat and vegetables, to dresses and home accessories, to toiletries and herbal supplements. Most people go to buy freshly cooked food to take home for dinner. There are lots of local delicacies available, like satay, fried rice, noodles, grilled fish, and kebabs.