Address Unknown: Descent to Madness is a dilapidated funhouse based on the cancelled TV show Address Unknown standing on Coney Island, New York City in 2003. The series' cancellation in the mid-1990s brought about its closure. It is the base and hideout of Mona Sax, who has an apartment on the site.
Later, after the Police station is bombed and Sax escapes custody, Payne finds her at the funhouse and they begin kissing passionately before being interrupted by the Cleaners, who stage an assault on the location. After successfully repelling the attack, Payne jumps in the back of one of the Cleaners' vans and infiltrates their base at the Castling construction site, whilst Sax follows suit.
Payne returns to the funhouse with the mob underboss Vincent Gognitti who is trapped in a Captain BaseBallBat-Boy suit rigged with a bomb, and as they were unable to disarm it, the detective hopes that Sax could help. However, they are met at the funhouse by Vladimir Lem, surrounded by armed guards and holding the remote detonator of the suit's charges.
Threatened to be blown up with Gognitti if he does not comply, Payne surrenders and is taken at gunpoint to Sax's living quarters. Stating that Payne would never let go of his pursuit for revenge, and to avenge the death of his mistress, Det. Winterson, the Russian mobster shoots Payne in the head, blows up Gognitti and leaves.
Whilst the funhouse catches fire, Mona Sax runs into the burning building to save Payne and resuscitates him. Although Sax tries to dissuade Payne from going after Lem to Alfred Woden's manor, they still leave the funhouse for their final battle with Lem.