In 1898 an amusing report appeared in the local press:
Newmarket accident, 30th July 1889:- Considerable diversion was created at the Newmarket Conservative Club by the appearance of a monkey in the billiard room, the animal having wandered from a circus staying in the town. The members at once suitably greeted the newcomer, one gentleman facetiously enquiring who proposed the newcomer as a member. A keeper arrived a minute later and bore away the Tory ape in his arms. Mr McCalmont's seat in the House does not yet need such supporters

Another strange report, from Mike Petty's Newmarket Scrapbook :-
"18th February 1902 - Newmarket Gas Company shareholders heard that the Working Men's Conservative Club had given orders to have the gas fittings taken out and electric light substituted, but after using it for two years it had proved to be unsuitable. The electric light fittings were pulled out and the incandescent gas was installed. The club now found their gas light was costing less than half of what the electric light did and they were getting a far better light."

The closing date is not currently known, the online archives of the Newmarket Journal ending in 1999