Oksana Grigorieva -- Denied From Vanity Fair Party ... Um, You're Not Famous

Oksana Grigorieva forgot she's bankrupt and no longer dating a famous dude ... because Sunday night in Hollywood she tried getting into the post-Oscar Vanity Fair party -- and got SHUT DOWN!!

Mel Gibson's ex and some friends attempted to enter the party but none of them were on the list and the doorman wasn't having it ... so they took the walk of shame back to their ride.

Maybe they were worried she'd start recording the celebrity action inside.

Sorry Oksana, better start hunting for a new sugar daddy somewhere else.