There are famous pubs in Budapest and Berlin which are operated in abandoned or soon to be demolished buildings.
Some call them ruin pubs, but I'm not quite sure that's the correct name.
At night time, Budapest holds a truly epic secret. I talked a bit about drinking in the streets of Hong Kong last month. Well Budapest has one up on Hong Kong: Introducing Ruin Pubs. This concept is basically a bar in a derelict or ruined building. It’s very quirky, very cheap, very good for meeting people and you can draw on the walls! Some of these are so popular that the Germans have taken the concept to Berlin. Others are literally hidden and unless someone shows you where it is then you won’t have a clue!
Article on Budapest It seems that ruin pubs is the proper name for those establishments. You can see the list of them (not sure if it's a full list) on ruinpubs.com
I don't know a word for pubs in that state specifically, but a word for such buildings in general is derelict.