I've done it a couple of times. I explored an abandoned mental hospital with my cousin in Western Massachusetts, which was pretty fun. It had a bunch of different buildings and units, some of which were accessible and others of which had doors and windows covered with steel or metal and welded shut. There was a lot of interesting stuff inside, from old medical equipment to patient registers and a basement full of toilets. The whole place had a kind of "Fallout" feel to it, since a lot of products there were from the Cold War era.
The other big - and thoroughly fascinating - place I explored was in Tbilisi, Georgia. It's a massive underground complex next to the Radisson Hotel. You'd never even know it was there if you didn't go down and check, because the entrance is an innocuous staircase leading down into the ground from the street above. It has three distinct levels inside - the highest had a few cell phone shops, a Turkish food vendor, and not much else. The mid-section, which was underground, really only came alive after dark. There were maybe a half dozen bars, which were all prostitution fronts and had different ethnic and sexual "specialties." One was geared towards Iranian tourists, another for gays, and so on and so forth. I'm not into hookers but me and a friend went there and got drunk. It was pretty fun; we got treated as VIPs because we were the only Westerners there, lol.
Anyway, the bottom floor was sprawling and totally abandoned. The floor was covered in trash, human waste, syringes, and broken alcohol bottles for as far as the eye could see. One room had a burnt-out police car inside, and others were full of bones and animal fur. We found a stack of blood-covered gloves, another room full of toilets, and a load of industrial garbage. There were a couple of laboratory-looking things, too.
Somebody told us it used to be a KGB facility, but I have a hard time believing that.
