Urban adventure has a certain etiquette. This is just simple respect for the urban environment and good common sense. Be respectful of other people and their property. This adds up to never damaging property, not breaking locks or windows. The less hassle one creates for property owners, the less hassle one can expect to receive.
Good adventurers leave behind what they find.
A basement spelunker finds a roll of good but used carpet. Urban adventure is about thrill and exploration, not booty. Leave any found treasure so the next adventurer can have the thrill of finding it, too. In the eyes of the law, uninvited guests who pick things up aren't just trespassers, they're burglars. One evening we go downtown, bar-hopping, looking for mischief.