Moscow moves quickly (so quickly I'm surprised Dyagilev is still around, it's over a year old).
Seriously, I opened a "Moscow Club Guide" published in March 2006, and of the 12 "nightclubs" listed, only seven remain open (and this includes Propaganda, Night Flight, and Che).
I'm constantly surprised by the number of hits on this site by people searching for Leto (Лето), Osen (Осень), and Zima (Зима). These clubs closed years ago. If you want the same type of experience, go to Dyagilev!
To help avoid confusion, I leave nightclub reviews of closed venues on the site, but in the links to your right, they're listed as "CLOSED".