One of the main ones mentioned in the series is sourleaf, a substance similar to chewing tobacco. It also apparently turns ones spit red, throughout the series we encounter various characters that chew it quite a lot. Masha Heddle is the first we encounter and Yoren likes to chew it too.
"There is an inn at the crossroads up ahead," Catelyn told him. She had slept many a night there in her youth, traveling with her father. Lord Hoster Tully had been a restless man in his prime, always riding somewhere. She still remembered the innkeep, a fat woman named Masha Heddle who chewed sourleaf night and day and seemed to have an endless supply of smiles and sweet cakes for the children. The sweet cakes had been soaked with honey, rich and heavy on the tongue, but how Catelyn had dreaded those smiles. The sourleaf had stained Masha's teeth a dark red, and made her smile a bloody horror.
A Game of Thrones, Catelyn V
Of course these aren’t the only people that chew it and there are various others that are mentioned to have it recreationally.
"The boy had courage, I always said so. It was in his blood." A pinkish froth glistened on Ser Emmon's lips when he spoke, courtesy of the sourleaf he liked to chew.
A Feast for Crows, Jaime V
Shade of the evening
This is a hallucinogenic drug that Dany takes before her visions in the House of the Undying. It is used mainly by the Warlocks of Qarth but considering it's nature it is likely others have gotten a hold of some for recreational use.
When they reached the door—a tall oval mouth, set in a wall fashioned in the likeness of a human face—the smallest dwarf Dany had ever seen was waiting on the threshold. He stood no higher than her knee, his faced pinched and pointed, snoutish, but he was dressed in delicate livery of purple and blue, and his tiny pink hands held a silver tray. Upon it rested a slender crystal glass filled with a thick blue liquid: shade of the evening, the wine of warlocks. "Take and drink," urged Pyat Pree.
"Will it turn my lips blue?"
"One flute will serve only to unstop your ears and dissolve the caul from off your eyes, so that you may hear and see the truths that will be laid before you."
Dany raised the glass to her lips. The first sip tasted like ink and spoiled meat, foul, but when she swallowed it seemed to come to life within her. She could feel tendrils spreading through her chest, like fingers of fire coiling around her heart, and on her tongue was a taste like honey and anise and cream, like mother's milk and Drogo's seed, like red meat and hot blood and molten gold. It was all the tastes she had ever known, and none of them... and then the glass was empty.
A Clash of Kings, Daenerys IV
In fact when Euron comes into possession of some he seems to drink it for recreational purposes.
The captain took the cup Euron had not offered, sniffed at its contents suspiciously. Seen up close, it looked more blue than black. It was thick and oily, with a smell like rotted flesh. He tried a small swallow, and spit it out at once. "Foul stuff. Do you mean to poison me?"
"I mean to open your eyes." Euron drank deep from his own cup, and smiled. "Shade-of-the-evening, the wine of the warlocks. I came upon a cask of it when I captured a certain galleas out of Qarth, along with some cloves and nutmeg, forty bolts of green silk, and four warlocks who told a curious tale. One presumed to threaten me, so I killed him and fed him to the other three. They refused to eat of their friend's flesh at first, but when they grew hungry enough they had a change of heart. Men are meat."
A Feast for Crows, The Reaver
We do see lots of other drugs to such as milk of the poppy and moon tea but none others that are really recreational drugs that I can think of.