When you try to continue a relationship that started in a wild and crazy place but the other party declines. Related to the phrase what happens in vegas stays in vegas. Could apply to other places or events as well (not just Las Vegas).
guy 1: Hey, are you gonna see that girl you met last weekend again?
guy 2: Nah, she said she doesn't want to pursue anything in the 'real' world.
guy 1: Ahhh, the Las Vegas let-down. Sorry dude.