I'm in the Atlanta area, so there's a lot here, but the closest one to me is the dead mall that was used for the Starcourt Mall scenes in Stranger Things. A dead body was found in the food court right before they closed it down. The place was already so dead that nobody noticed a corpse.
What's the most famous film/TV location near to you? Movies get shot in Toronto all the time, but usually the filming locations are way downtown. Casa Loma is close enough to me that my husband and I have a running joke about its appearance in Scott Pilgrim vs. The World.