I've had a job where I had 24x7 responsibilities for mission-critical telecommunications operations. If yours is, as well, and a 2am conversation is what's needed, then a 2am conversation is what's needed. Assuming your job is not actually like this, though, my colleagues have the right idea in suggesting you manage UP.
The process of "training one's boss" is not particularly difficult, but does require you leverage "coachable moments." To wit, after a 2am call, make a point of meeting with your boss first thing in the morning so that you can: (a) confirm that the matter has been fully addressed to his satisfaction; and (b) ask how 2am, versus 9am, versus 7pm, etc. became the time he chose as "best" to call you. Alternatively, when you notice your boss acting particularly relaxed, you can raise the issue then in a similar manner.
The key is in starting from the place that shows your boss that you're trying to understand his rationale, rather than being critical of it -- that kind of respect is what opens the door to discuss (read: train him on) better ways to achieve similar, if not even better results. After all, if you show your disrespect for him in your tone, approach, etc., how is that any different than the disrespect you feel he's showing you?!
There's the matter of unintended consequences, as well. Case in point: One time I worked clear through the night to resolve a service interruption before the markets opened the next morning, which we did. Later that morning our COO told me I looked tired and should go home and get some rest. "That's very kind of you," I said. "I'm not trying to be kind, Barry," he replied. "The truth is that you are responsible for an important operation. One bad decision on your part can jeopardize our entire organization. I cannot risk you being here if you're not at your best." Likely, your boss has not considered the impact on YOU not being at your best as a result of his (discretionary) middle-of-the-night interruptions.