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How did Jon Lester, Anthony Rizzo and a couple other Cubs get over a sad loss Saturday in D.C.???

COLLEGE BAR NIGHT, BABY!!!

Lester -- fresh off of giving up 10 hits and 5 earned runs in just 4.1 innings against the Nats -- tucked his best dress shirt into his jeans, grabbed Rizzo, Albert Almora Jr. and Kyle Schwarber and hit the town.

Eyewitnesses tell TMZ Sports the guys were out at Sauf Haus Bier Hall -- a college bar 4 miles from Nationals Park.

And, at one point, things got kinda awkward ... 'cause Lester's brutal performance was replaying on the TV screens!!!

But, we're told the guys weren't fazed by the reminder of their L earlier in the day ... 'cause they danced around until 3 AM ... and then cruised over to McDonald's for some late-night munchies!!!