If you're bringing your vehicle with you to explore an abandonment, this can become an issue. It seems a simple enough point, and once stated, obvious. I am here to tell you, however, that it's often overlooked by those new to the hobby.
When you park your vehicle on the property of an abandoned building, you're announcing to the world that you're there. You know your intentions are innocent, but most others don't. Seeing a vehicle at an abandonment sends up red flags and someone will, eventually, call it in.
So, for this reason, it's generally a better plan to find somewhere else to leave your car. Look for a public parking lot or somewhere legal to leave it. Sometimes along the street in a residential neighborhood works, but you want to be careful about that. The only times I've ever had problems have generally been because my truck was spotted.
Even if it means walking a bit further on foot, you're almost always better off keeping the vehicle off site or sufficiently concealed as not to draw unwanted attention to your presence.