They're bars where on certain nights they'll let underage people in. Usually it's when a band is playing. At other times they'll have a 'teen night' or something. At other times they'll let all ages in, but the under-age kids get an X drawn on their wrist, or they don't get a wristband that lets them buy booze. I honestly don't know if they're everywhere though.
Also, raves and other parties could be considered all-ages events as well.