In reply to Dave the Rave:
If it's Hampden, the concert will stop at 11pm at the latest.
But you'll probably not be able to get to Milngavie at that time of night by train. From Hampden, the last trains into town - Glasgow Central (High Level) - are 11:10 then 11:38pm. From there, you'd need to switch to the west-bound Low Level platform to get to Milngavie. The last train for there however leaves Central at 11:04pm. They pull the carpets in early round these parts, sorry!
Fyi, the direct trains to Milngavie switch from Queen St. to Central at about 7pm.
If you download the Scotrail app, it'll be useful for alternative destination. Good luck.
Edit: I just checked if buses could work but you're too late for the Glw. to Miln. connection at that time of night.
Post edited at 21:24