Late Sunday in Milwaukee your choices will be limited. One decent option, not far from the Bradley Center, would be Elsa's for upscale bar food until 1am everyday. Good creative burgers and a surprising selection of pork chop sandwiches.

I believe that's a Burger au Poivre (with a Hendrick's martini). Not bad but I prefer the Daisy Mae: a burger topped with shaved raw turnip, radish and cucumber marinated in lemon. Odd but tasty.
If you get out early enough you could hit Real Chili, a real Milwaukee institution.

The picture is from the downtown branch which is closed on Sunday. The Marquette location dishes it out until 11pm.
Another option might be Café Hollander for Benelux food and drink. I haven't yet visited but I kind of like Trocadero, owned by the same people. I think they serve until midnight. Of course, you'll want to double check any hours I give.
Elsa's on the Park
833 N Jefferson St
Milwaukee WI
414-765-0615
Real Chili
1625 W Wells St
Milwaukee WI
414-342-6955
Café Hollander
2608 N Downer Av
Milwaukee WI
414-963-6366