I don't recall seeing an actual bar, though you can order drinks. But we were kind of limiting it to places accessible by the general public.

Gottcha

Club 33 does not have a bar, there is a drink station in the Kitchen where all drinks are made, then delivered to your table. Trust me, I have looked for it more than once.... :D

I'm not sure where they got their drinks from, but ghosts in the ballroom and ghosts in the graveyard are all clutching wine glasses and such...
I don't remember a bar in the Haunted Mansion though...
:D