The 'Starlight Roof' was a night-club and dining area in the prestigious Art Deco style Waldorf Astoria Hotel in New York, and was a fasionable venue for New York Society between 1931 (when the hotel opened) and the 1950's. Its most notable feature was the retractable roof from which its name derives.
In The Bell Jar, the reference is to 'some Starlight Roof', and it may be that the experience described in The Bell Jar is based on a dance and dinner which Sylvia Plath and her fellow guest editors on Mademoiselle attended at 'St. Regis Roof' in June 1953*.
St. Regis Hotel is a smart New York City hotel which opened in 1904.
*referred to in: Edward Butscher, Sylvia Plath: Method and Madness (Pocket Books, New York, 1977) p.115.