Lamar Odom -- 1-Man Dance Party ... In L.A. Day Club

Lamar Odom channeled his inner Billy Idol this week -- dancing with himself in the middle of a party at an L.A. day club ... and TMZ Sports has the video.

L.O. was hanging out at the Bungalow Lounge in Santa Monica on Monday -- one of the most exclusive places to day drink in town -- when some music came on that clearly struck a nerve.

Odom started feelin' himself and busted out his own little two-step ... despite the fact no one else around him was gettin' down.

But who cares what everyone else was doing -- we're told Odom was having a blast all day long. By the way, no one we spoke to saw him drinking.

Odom also didn't have a date with him at the club -- probably because he's still focused on saving his marriage with Khloe Kardashian.