Valhalla was a good one...Took us a few times to find and then when we did, we felt SO silly for missing it. We literally had our hands on it more than once before we realized where it was.
Carnegie Hall is another GREAT one...completely obvious once you realize where it is. Makes perfect sense, and a great bit of local history there too!
Those are the two that stick out in my mind right now. I can post more if/when I think of them.