He hooked an old organ up to the beams, pipes and columns of the Battery Maritime Building which lets you literally play the building. The keyboard is divided up into three sections which correspond to the types of triggers: solenoids which are basically hammers that strike metal; flutes which blow air past holes drilled in pipes; and motors which vibrate beams.
The building has had several lives. It used to be the place people waited to board the ferry to Brooklyn before the ferry was discontinued in 1938. You can see its restored Beaux-Arts grandeur on the outside and if you really look carefully on the inside there are cues to its better days. And there is evidence of more recent uses such as the faded basketball court lines on the floor.
I didn't record any sound but you can hear some in the videos on David Byrne's site.
I put some some photos from my visit in a flickr set. Enjoy.
The exhibit lasts until August 24, 2008.