Used to do it as a kid in the 80s, although was generally not so urban – semirural places like old abandoned farmhouses, disused psychiatric hospitals.
My favourite was the old underground factory (and later nuclear bunker) at Drakelow nr Kinver Edge. I seem to remember there being mockup builidngs including a church or something on the top to fool any spy planes during WW2. Creepy place, miles of underground tunnels and air shafts up on top in the woods.
Old Snowhill Station was quite something too. There’s much less around these days, much demolished or modernised,
Also liked exploring gun batteries and old decaying mansions etc on holidays. Near St Nazaire I chanced upon some bombed clifftop houses, still full of 1930s carpets, furniture etc. Must admit still find it irresistible in my dotage 8)