Sandhurst Gaol

Opened in 1863, this Pentonville-designed prison (decommissioned in 2005) has been converted into the slick Ulumbarra Theatre. You'll need to sign up for a tour to see its intact cells and learn about its notorious inmates and the executions that took place here; book online or through the visitor centre. Otherwise, if there's an evening show you can have a poke around then.