When you strip all the drywalls and hanged ceiling tiles from a shopping mall, you end up with a structure not much different from a parking garage. This is exactly what happened to this place - an abandoned mall in an LA district down on its luck.
This is a popular location for shooting music videos and thrillers. All this cold concrete is emphasizing the post-apocalyptic vibe, and the harsh blue lighting gives it a mysterious sidetone of underground conspiracy.