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.
The major cities now have night clubs and cocktail lounges with live music to cater to Western tastes.
Unfortunately you won't be able to find any live music in any of the major cities or beach resorts.