I once had sex in the middle of a child's play area. You know those things with the swings and the slides and everything? Yeah, right in the middle of one of those. Admittedly it was kind of late at night, but had we been caught we would have been in fucking jail immediately. There wasn't even plausible room for denying what was going on, we were both as-near-as-makes-no-difference stark naked.
For context, we were both just hanging out at this play area at about 2 in the morning, slightly tipsy but incredibly stoned when this happened. It had been a nice day and, living only a minute or two away, we had brought all sorts of cushions and blankets and stuff from my house out to make our own little outdoor living room.
So it was getting late but then one of us (probably me, I'm not sure) had the idea of "having sex here would be so naughty" and... well, we're really bad influences on each other so in our baked little minds, there was no logical reason not to.
We're just very lucky nobody saw or heard us. Kind of a miracle, really.
Actually, if I run down the list of obscure places I've had some kind of sexual contact with someone it would be quite a long post, especially if I included the reasons why.