You bet I do. Parkour and urban exploration go hand in hand, in my opinion.
I live in an area where there's quite a few condemned/abandoned places. Some people do think it's illegal, but it's one of those shifty, non-aggressively enforced laws. 90% of the time you're trespassing, but usually no one bothers you about it. Even on rare occasions that the police do show up, they don't arrest you, they just tell you to get out or at least be careful. I tend to steer away from cops anyway, but running isn't too hard for people like us, is it?