Yep, this is illegal. From an article in the Houston Press( http://www.houstonpress.com/2011-02-10/news/getting-past-the...)

Although they are private businesses, in the eyes of the law — specifically the Civil Rights Act of 1964 — bars and nightclubs are "public accommodations" like hotels, restaurants and movie theaters, and thus forbidden to discriminate on the basis of race, color, religion or national origin. Private clubs, institutions such as country clubs that are selective in membership and only open to members, are generally exempt.

However, "Even if you have a doorman, a bar is more like a restaurant than a country club," says Dale Ho, Assistant Counsel for the NAACP Legal Defense Fund in New York City. "So, generally speaking, a bar that treats patrons differently on the basis of race is in violation of federal law."