A man plummeted to his death yesterday at the Hotel Pennsylvania after betting locked out in the cold on a lower-floor roof, cops said.

Moon Nam, 23, of Jersey City, had checked into the Midtown hotel with pals after spending a night on the town, sources said. He woke up at 6 a.m. to head home.

The dazed-and-confused Nam wound up on a different floor and at some point entered a rear stairwell on the fifth floor, where he walked through an exit door, leading him onto a set-back roof.

The door slammed shut behind Nam, leaving him in the early-morning cold, cops said.

Nam slipped and fell to his death, officials said. The tragedy has been ruled an accident.

Additional reporting by David K. Li