I think ‘at the bar’ indicates that you are a customer/patron; whereas ‘by the bar’ is a description of where you will be waiting. Depending on the size of the exit (thinking of an underground station exit), one may be standing near or by the exit, but if there is a turnstile exit, you might stand at it as well as by/near it.
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JaxTeller Which one is correct:He is standing by the bar, or he is standing at the bar.What about: he is standing by the exit, he is standing at the exit.Thanks."at" is closer than "by".