Man Builds Secret Apartment At Mall, Gets Away With It For Four Years. There's also a very detailed article in The Providence Journal.
One of my favorite books as a child was From the Mixed-up Files of Mrs. Basil E. Frankweiler, in which two kids run away from home and live in the Metropolitan Museum of Art. I wanted to do the same, but I was living in Texas at the time and had no idea how to go about getting myself to New York. And then of course there are The Boxcar Children, who made me want to live in a boxcar. And there was another book for very young children about a group or family who go live in a cave, but I can't remember what it was called.
At any rate, I still want to live somewhere bizarre and cool, but I've settled for a bungalow.