Ancient citadel (East of Compassion) is a well decorated abandoned structure, but many liches and undead though so careful incase you go.
Not so much of a building, but still neat...
The Ankh Dungeon in Ilshenar "A long abandoned fortress, this place is now the haunt of the living dead and demonic forces. Inside are stables, jails, laboratories, kitchens, and even its own graveyard." - uoguide
Ophidian Lair (N/E of Lost Lands Desert), not so much of a hunted/undead kind, but neat abandoned building. However, it is surrounded by trillions of ophidians on the outside of it so it might actually be safer going to fel facet for this if you can't honor self, monster repellent spell, or stealth.
In case your also interested in a catacomb like place, there is the catacombs (Spectre Dungeon) under the Eathreal Fotress.
Also, if you keep exploring around in Ilshnar, i'm sure you'll find more abandoned-like, hunted-theme structures in that land, another place I can think of is the Abandoned Tower (one of the 4 enterences to Ankh dungeon)
http://www.uoguide.com/Abandoned_Tower