Missouri State Penitentiary, Jefferson City

Missouri State Penitentiary, also known as 'the walls,' was decommissioned in 2004 after operating for 168 years. Until 1989, the state's male death row prisoners were kept here, isolated from other prisoners and locked in underground units for 23 hours a day. The former prison has been visited by countless paranormal investigators, and those with an interest in the unexplained can join one of the regular ghost-hunting tours and paranormal investigation sessions, which take in areas such as the former gas chamber. Cheery stuff.

http://www.missouripentours.com/msp.html