Coney Island's Steeplechase Park
and the Cyclone, Tornado, and Thunderbolt coasters and parachute jump

Believe it or not, the Thunderbolt coaster was built on top of a pre-existing house (formerly the Kensington Hotel).  The situation was memorialized in Woody Allen's movie Annie Hall.  Fred Moran, the coaster's owner/operator, lived in the house.