The modern prison didn't just happen – it was invented, and Eastern State Penitentiary was the first one, opened in 1829 and finally closed in 1971. A self-guided audio tour leads you through the eerie, echoing halls; one stop is Al Capone's famously luxurious cell. There's also info on America's current prison system, and art installations throughout. It's a popular stop, so expect crowds at peak times; tickets are cheaper online.
From mid-September through Halloween, the prison hosts a truly terrifying haunted house.