"Located on the south shore of the Mississippi River in downtown St. Paul, these sandstone caves were once the domain of mobsters and speakeasies—in 1933, they housed the Castle Royal nightclub, a favorite hangout for local gangsters. More recently, they’ve become the site of Thursday evening “Swing Nights,” with dance lessons and big-band music. Doors open at 6 p.m., but the only way to get in is to pay $8 in cash at the door and whisper the password, which is listed on the website. If dancing isn’t your thing, visit during the day for themed tours led by costumed guides, or book a murder mystery show for a private group."