The infamous San Pedro prison (El Penal de San Pedro) in La Paz is famous for having no security guards inside, the prisoners run it themselves. Families of the prisoners often live there too, and it's apparently possible to do 'tours' of the prison, also run by the prisoners. However it's hard to find information on this as no official tour company can be seen to endorse these, and I'm quite sure nobody would insure them either ;)
Any ideas?