Sam's Clubbing happens to be the gratuitous occasion of arriving on destination via Sam's Club and partaking in the various locales of samples and/or hand-outs as a meal.
My mother took us out Sam's Clubbing because she spent all of her food money on an assortment of plastic surgeries.
The act of paying ridiculous amounts of money to enter a dimly-lit, highly-flammable room just to dance for a few hours to overly repetitive music that a 5-year old composed. And you have to dress like you're going to a royal banquet or the bouncer will throw you out. Usually, illegal drugs are served so as to help the attendees tolerate the music.
Dressing or acting as though you belong on a yacht, whether you are rich or not.
Chris: Yo Ryan, you're totally Yacht Clubbin' It in those sweet searsucker pants from Ralph Polo.
Ryan: Yacht Clubbin it?
Chris: Yeah dude, all you need is a skipper's hat and a nice cardigan.