Not buildings, but I once worked in a hospital where the morgue was right across the hall from the cafeteria.
In North Bay, Ontario, there’s a strip mall with a big sign out front reading “GIRLS! GIRLS! GIRLS!”, advertising a strip club called “Fanny’s”. Also in the same strip mall, a more conventional go-for-a-beer sort of bar called “The King’s Head”, and a bible shop.
I think the bible shop closed down last year, though. Sinners 1, Savers 0 
Related anecdote: the logo on the sign has the letters n in the name replaced by a pair of butts that bulge out of the frame and don’t look much like letters n, and as a result I’ve always read the sign as “Fatty’s”, which is basically a horrible name for a strip joint. Also, having just now discovered the website for the place, I am amazed at its amateurish, 1996-style quality, and the animated GIF of the stripper. (At this point, it should be very clear why I have not directly linked to it, but you can obviously figure it out from my link to the inoffensive image above.) But I suppose we are talking about the website of a rural strip club, here.
Oh, and while I’m at it, in the next city over, Sudbury, the biggest strip club in town is located immediately adjacent to the all-boys Catholic high school. (Which went co-ed a few years ago, actually.)
Weight Watchers and Krispy Kreme donuts. (There was a “Sex and the City” episode about it.)
There’s a movie theater near here that we frequent, which is in a strip mall. In the same mall there is a Cold Stone Creamery, and either right next to it, or one shop down (I forget which), is Weight Watchers.
In Sulfur, LA, there’s a great restaurant named Cajun Charlie’s. It’s located right next to the city cemetery.
At our county fair, the smoke from the barbecued chicken booth blows directly into the poultry barn. This may be cruel and unusual for the show chickens.
If you drive south out of Leduc, you can see a building which has dog kennels upstairs, and a car upholstery business downstairs. :dubious:
I used to work downtown in a building that was just down the street from the court house, and was surrounded by the post office depot, the remand centre, the police station, and a row of low-rent pawn shops. It always seemed like it should be a nexus for stereotypical disaster, but nothing ever happened. 
In my rural Georgia hometown, there’s a shabby-looking building shared by two businesses (both run by the same family): a funeral parlor and a barbecue joint.
Oh, that is so wrong. :eek:
In my home town, the funeral parlour bought out the florist. But that’s just vertical integration.
First thing I thought of was The Far Side:
Ed’s Dingo Farm next door to Doreen’s Nursery.
Crutchfield’s Crocodile Farm next door to Anderson’s Sky-Diving School.
Not terribly far from where my grandmother lives there’s a bar located next door to an Alcoholics Anonymous meeting facility.
Years ago, my grandparents moved to a condo just a few blocks away from a cemetary. My then 5 year old cousin said something to them about not having to go far when they die.
I think I remember one titled “The Dam Bursts.” The inhabitants of an institute for the study of migraine headaches are swarming toward the unsuspecting school for marching bands next door.
But that’s so right in both directions!
One, KFC will kill you, so they just take you right next door!
Then…Mmmmm…tastes like chicken! 
Not adjacent buildings, but my mother recently told me about a former funeral home in the neighborhood that had just been converted to a new senior center. Just moving the business slightly up the age curve, I guess. 
Just this past weekend in NYC I saw a sign on an awning that says this:
Hair & Nail
Deli Salad
The hair and nail place is upstairs and the salad place is on the first floor.
Just an FYI to the OP – mentioning selling dildos outside the spoiler box kinda negates the point of the spoiler box. Just sayin’.
The high school in my part of the county is right across the road from a gun shop. [shudder]
Well, the “Missile Silo” brings in good cash if you are broke and seeking to avoid a loan spiral. Just make sure you don’t place it beside any R-SSS or Co-SSS or you will choke desirability and stifle your economy.
We have a fancy tropical fish store next to a sushi restaurant. I always get a little giggle when I walk by.