In the fourth episode, “Vatos”, Rick, Daryl, and T-Dog have to go to an abandoned building with a captive, Miguel, in order to rescue Glenn who was captured earlier in the episode.

This building is located near some railroad tracks near Foster St NW in Atlanta, GA. Not a lot more is known about this building other than the fact that there are some businesses neighboring and it has since been locked and boarded up.
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By: kkeps
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@ 2010-12-10 15:37:59
Wikimapia says:
Murray Mill (Atlanta, Georgia)

This property was built in the 1880's by E. Van Winkle Iron and Machine Works and used as a Cotton Gin Factory. It was bought from the bank in the 1970-80s by Robert Haywood. He operated a metal fabricating business on the property called Southeastern Metal Products. Gradually of the years he turned his property into loft studios for artists, photographers, and a doctor. The property has goats and chickens is a small farm in the middle of a busy city.
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@ 2010-12-10 15:45:15
Much, much, more info: