Odd but true: There is an abandoned Nazi compound (Murphy’s Ranch) in happy-go-lucky Santa Monica, California, in Rustic Canyon. You can read about it here. The hike is famous for the ruins and the stairs (“secret” staircases in LA are kind of a thing). If you’d like to do this hike, there are plenty of places online that offer explicit directions and tips. Or, just take a “virtual” tour of it by looking at my photos.
Sad update (11/28/14): Like a good portion of the places in California I’ve visited in the past few years, this is being shut down due to poorly-behaved visitors. I hear the buildings are now fenced off (barbed wire) and that police officers are aggressively citing people for trespassing, plus issuing parking tickets (if you park nearer to the stairs). Please, if you hear about and care enough to visit cool places like this, do not vandalize them, leave garbage everywhere, or consume mass amounts of pot and alcohol there. Leave places as clean as–if not cleaner than–you found them. Encourage everyone you know to follow these rules, or places get shut down within months of becoming popular via the internet.