East New York Freight Tunnel
Remember that wild, drug-and-sex-fueled party Roman takes the guys to for Tom's bachelor party? As far as I know, it's not a real event (though I have been to plenty of similar CEO-filled affairs in abandoned warehouses but that's an article in itself). Nevertheless, the graffiti-covered tunnels and train tracks leading into it are real. It's the site of the now-abandoned East New York Freight Tunnel, which is around Liberty Avenue in Brooklyn.
[Photo via HBO]