Abandoned buildings are very popular sites for infiltration — it seems silly to allow buildings so wonderful to simply sit empty.

What constitutes an abandoned site?

The image that immediately leaps to mind are the abandoned plants and factories down by the seaside or near the railroad tracks. Abandoned sites go beyond abandoned buildings, though: abandoned missile silos, abandoned subway stations, abandoned ships or even an abandoned wing of a hospital could also be included in this category.

How much risk is there of getting caught?

In most cases, very little. Relatively few abandoned buildings are patrolled by security guards, and the police don't often care much about abandoned buildings.

How much risk is there of getting injured?

Plenty, if you aren't careful. Getting a tetanus shot in advance is both fun and practical. In many old buildings, there are large holes in the floors, or floors are so old and flooded that they're on the verge of collapsing. Test the floors in buildings the same way you would test potentially thin ice. Explore abandoned sites slowly and never go alone.

What other health risks are there?

There is also a significant chance getting sick, as abandoned sites may be filled with nasty bacteria, particularly if they've become outhouses for birds and other animals. Try to avoid touching things.
       In some abandoned areas, there may be a risk of exposure to asbestos, which can lead to lung cancer. According to Dave, a specialist in safety compliance issues and asbestos: "Asbestos fibers are so small that they will go right through the various inexpensive dust mask type products. For real protection against asbestos a person needs at the very least a half face respirator equipped with high efficiency particulate air (HEPA) filters. These respirators are usually available at painting supply houses or at safety specialty stores. In reality the amount of asbestos a person would be exposed to on a one time expedition into an abandoned building would probably be minimal, but it's better to be safe than sorry.
       "Another issue which people should be aware of — and this is probably a greater danger than asbestos — is the presence of various hazardous or toxic chemicals in abandoned industrial sites. People often walked away from drums of acid, mercury, caustics and other very nasty materials. I know of several instances where various unsavory — read organized crime — types used abandoned factories or warehouses as illegal hazardous waste dumps. The entry into such places may cause our intrepid explorer to dissolve!"

What supplies should I bring when exploring an abandoned site?

This answer is adapted from the advice Throckmorten gives for the Canada Malt Plant: Travel with a flashlight always. Bring a basic first-aid kit, Band-Aids, etc. Clothes that can get dirty or ripped should be worn. Wear long sleeves and a good pair of shoes, even hiking boots. Bring work gloves, as almost everything is covered in dust, rust or other filth. Bring an antihistamine if you've got allergies. And be sure to pack some fluids.

What preparations are necessary before entering a site?

If you're driving to the site, try to park your car somewhere inconspicuous but in the public eye. Make sure you bring along at least one other person, and inform at least one other person who isn't coming along where you will be and when you expect to be back. Bring a walkie-talkie or cell phone so you can communicate with people outside the site if you should somehow become trapped.

Where can I see people infiltrating abandoned buildings on screen?

Blade Runner (1982) - Rick Deckard (Harrison Ford) pursues androids with a fondness for Biblical references through abandoned apartment buildings.

Postman, The (1997) - Kevin Costner and his mule make their living raiding small towns abandoned after the apocalypse.

Rock, The (1996) - John Patrick Mason (Sean Connery) and Stanley Goodspeed (Nicolas Cage) infiltrate and chase General Francis X Hummel (Ed Harris) out of the fortress he has made out of the abandoned prison on Alcatraz Island.

Where can I read more?

Infiltration 7 features articles on exploring abandoned plants, generating stations and warehouses as well as a trip to an abandoned missile silo.