Indoor Man Made Beach
I'm always kind of fascinated by huge, useless Mega-Projects like this Indoor Man made Becah in Japan. What's really interesting is that there's a perfectly good beach 300m away from this structure. Why would you be going to this instead?
Ocean Dome has its own flame-spitting volcano, crushed white marble "sand", and it also boasts the world's largest retractable roof, providing a permanently blue sky. Temperature, wind and humidity are closely controlled to provide an ultra-safe "sea-side" experience.
The optical illusion of a beach is pretty good though, the sky and walls would definitely mess with my brain.
Of similar note is a list of Dubai Mega-Projects, with examples like "The World" which is a set of 300 islands created into the shape of the planet Earth.
Link (Thanks Kyle!)