Depending on your budget, have you considered a private ferris wheel suspended 550 feet above the ground? You'd need to venture to Las Vegas for that.
How about the meticulously restored, 19th-century landmark Williamsburgh Savings Bank building in downtown Brooklyn with its period architectural detail intact?
Any golfers in the house? San Francisco features an indoor 14-hole miniature course complete with models of the city's landmark structures.
If your staff's really in the mood for a "cool" venue, Toronto's Chill Ice House offers a frozen bar and lounge with the temperature set at 5 degrees Celsius; BYO fur or parka. And there's more where these came from.