In the US we used to explore two of the old asylums that were closed due to asbestos; we had so much fun locking each other in the padded rooms and daring each other to venture down into the morgue, alone.
I've been living in England for the last two years and there is a crazy network of tunnels that connect to our basement. Also in the woods, we've found a lot of ancient structures that are buried and forgotten, so I'm wondering if they're all connected, but it might take some excavating.
It's much safer in England to do this, no guns is the reason. There are less crazy bastards around too. Feel free to use the community to post anything Urbex related, that way I'll see it. (@hive-104387)