Visitors often like New York because they can get nearly any good or service at any hour of the day. (Pity the folks in New Jersey, where call girls clock out at 9 p.m., according to a recent New York Times article.) It’s true, yes, spinning classes or hickory smoked tuna-fish wraps are available here in the middle of the night – but the only people who take advantage of that sort of opportunity tend to be out-of-towners who want to brag about it when they get home. Locals, for the most part, do their exercising and shopping according to the norms of Eastern Standard Time, knowing full well that, as enjoyable as it may be to fill a plastic basket with salad ingredients at 3 a.m., nothing beats a full night’s sleep.

For natives, the thing that really sets New York apart isn’t any wee hours purchasing power. What holds us hostage – and gives us an odd case of Stockholm Syndrome – is the perpetual availability in New York of opportunities to be rejected.

New Yorkers forever are getting exercised about not getting what they want here, but it’s with a sense of bemusement, delight even. We have no shortage of professional naysayers, including admissions officers to block places in next year’s kindergarten class, bouncers to wag top-secret lists in our faces, and even owners of designer bakeries who nail to the wall edicts telling us we’re not allowed to buy as many cupcakes as we’d like. There’s no denying it. Everybody likes to be denied. Consider that one of the trendiest bars, Milk and Honey, is accessible only by covert phone appointment. The outfit recently changed its secret location and secret phone number, because too many people had gotten a handle on how to get in. And it probably will have to do the same again soon.

And now private dinner parties, not known, for at least a century, for the cold glare of rejection, have jumped into the game. Since early this year, a regular dinner party in the Fort Greene section of Brooklyn has been saying no, no, no to aspiring guests.

The party, which calls itself Coach Peaches, is said to be a large, elegant soiree complete with servers and multiple courses. Rumors about Coach Peaches run rampant among the 30-and-under set, with promises of overstuffed stomachs, titillating conversation, and the occasional postprandial dancing session.

The hosts live in a vast loft on Flatbush Avenue, just down the road from Junior’s of cheesecake fame. Both are Brown graduates in their late 20s, and a good number of the guests who do get in the door hold Brown diplomas.

Once or twice a month an entire mailing list is notified of an upcoming party and is encouraged to reserve spots. And then, later that day, many of those who’ve expressed interest receive automatic replies explaining that all slots have been filled and they should try again.

Rahul Mukhi, 27, a student at Harvard Law School, had heard talk of the parties and asked one of the hosts, who happens to be his former college roommate, to include him on the list. When Mr. Mukhi next heard of a Coach Peaches party, he responded eagerly, only to receive a mass rejection letter a few hours later. The letter said the selection process had been random, but Mr. Mukhi said, “I felt pretty hurt when I got the email.”

Later that week, he ran into a mutual friend who had been at the dinner and insisted the selection was most certainly not random. “I wasn’t surprised,” said the law school student.

The dinners are always given silly, Monty Python-esque names – a recent one was “Threshing Gear & Frequent Toast” – and the invitations always follow the same format, announcing the closing of the previous event and the opening of the forthcoming one. Admission costs $25 and includes five courses and wine.

Ron Klein, 27, was friendly with the hosts in college and still sees them around now and again. He’s a fan of the idea of the dinners. “There’s something really familial about it,” Mr. Klein said. “It’s good food in a comfortable environment.”

His recent request to attend with his girlfriend was rejected, but he wasn’t surprised. “Everyone in New York likes exclusivity and wants to be on the front line,” Mr. Klein said.

After being rejected for a series of Coach Peaches events, I was astounded to learn that my bid to attend the “Coach Peaches Loves Post Season Baseball” dinner-cum-TV-viewing party had gone through without a glitch.

I was in!

Since the dinner fell on a work night and was really more about hot dogs and baseball than lingering over a multicourse meal, the fee had been lowered to $7. The confirmation e-mail gave intriguing directions, disclosing there were two entrances and no bell at either one. Guests had to call a private number. And it was imperative that they arrive exactly on time.

Walking down an empty commercial stretch of Flatbush Avenue, my friend and I spotted a spunky-looking woman leaning against a door in the distance. She was wearing an asymmetrical outfit and chatting on her cell phone. “It’s open,” she said as we approached, and she waved us through.

The building’s hallway was eerie and barren, with flickering ceiling lights and high white walls. A couple of characters appeared and checked us out as we made our way toward the elevator, but nobody said hello. As we waited for the graffiti-flecked elevator to bear us to the appointed floor, my friend and I eyed each other nervously.

The Coach Peaches space turned out to be as vast as advertised, with several large tables in the center of the main room. About 30 people were quietly chatting, in small groups. Attempts at cross-pollination were minimal. The guests looked more like alums at a college reunion than like temporary members of a secret society. Disappointingly, some were even people my friend and I already knew – people we could easily bump into at nonsecret dinner parties. The effect was a bit like stepping off a 12-hour-long plane ride only to discover you’re in Buffalo.

Once the chili and frankfurters were ready, the group entered the kitchen single-file to collect dinner. With plates loaded down, guests took seats around the tables and directed their attention to the Yankees-Red Sox game, which was projected onto the wall. Most people were quiet, except for a fellow in a Giambi jersey, who was rooting loud and hard for the home team.

The room was not without its cerebral decorating flourishes. One wall was covered with empty frames. Against another wall was a bookshelf whose volumes were displayed backwards, pages facing out. And in a corner of the room was a platform with a linoleum floor under a row of theater chairs.

The chili was delicious, but it didn’t take long to eat, and by the fourth inning or so my non-sports-loving friend and I started to feel bored. We thanked one of the hosts and left, well before the game was over. When the elevator spat us out on the ground floor, we bumped into yet another old friend. “What are you doing here?” we asked each other in tandem.

There was something disappointing about discovering that dinner with the secret society wasn’t all that different from an ordinary gathering of our like-minded, like-aged friends. Had there been a midgame dance performance or a Wiccan ritual, we would have been more satisfied.

The following day I received an e-mail from a good friend, exclaiming, “I got into Coach Peaches on Saturday!”

I wrote back, telling her about my evening, and warning her not to get too worked up. Her response: “I heard that the one you got into wasn’t the real thing.” It’s likely she’s just being a snob, but now I desperately want to go on a Saturday, too.