Looks pretty dangerous to me! At one time, these were chutes in a factory for sending shoes down to lower floors. Now it's part of the City Museum in St. Louis, Missouri. From the website:
Housed in the 600,000 square-foot former International Shoe Company, the museum is an eclectic mixture of children’s playground, funhouse, surrealistic pavilion, and architectural marvel made out of unique, found objects. The brainchild of internationally acclaimed artist Bob Cassilly, a classically trained sculptor and serial entrepreneur, the museum opened for visitors in 1997 to the riotous approval of young and old alike.
Cassilly and his longtime crew of 20 artisans have constructed the museum from the very stuff of the city; and, as a result, it has urban roots deeper than any other institutions’. Reaching no farther than municipal borders for its reclaimed building materials, City Museum boasts features such as old chimneys, salvaged bridges, construction cranes, miles of tile, and even two abandoned planes!
The facility is part playground and part urban exploration site. Oh yeah, those who've been there say only one of these slides is actually open to use, and it has a grill covering. And they have plenty to tell about the rest of the museum. Link