In answer to the OP:
I’ve viewed security footage from inside and outside of banks and non-bank-attached ATMs all across the country, and spent time working for an ATM maker.
Here’s a short tutorial on ATMs found in the US.
ATMs are manufactured in 4 primary configurations:
1- Drive-Up (Consumer in car operates ATM from driver’s seat. ATM is built into wall of building. [1] )
2- Island Drive-Up ATM (Consumer in car operates ATM from driver’s seat. ATM is set into a concrete island placed between lanes of vehicle traffic in a parking lot. The island is usually covered by a canopy of some kind for the convenience of the consumer and health of the ATM. [2])
3- Walk-Up (Consumer on foot, usually sidewalk, operates ATM. ATM is built into wall of building. [3])
4- Retail (Consumer on foot, indoors, operates ATM. ATM is bolted into concrete floor beneath ATM if manufacturer’s directions have been followed. This was the variety stolen in the movie ‘Barber Shop’. They’re the only kind the guys in the movie could have handled without a forklift. [4])
An examples of each of the above 4 types is linked in the Appendix.
Incidentally, sometimes walk-up ATMs are installed in “ATM Kiosks” which are small rooms set into the front of a bank or other building that one must swipe an ATM or similar card in order to enter.
All 3 varieties of ATM can be found in pretty much every state of the union.
Now, in some cases, there’s a building constructed just to house a drive-up or walk-up ATM. This will frequently consist of a door, an overhang to shield the ATM’s front from the elements, an AC unit and a heater, along with a small area in the building behind the ATM for service technicians or armored car staff to work in.
Appendix
[1] http://www.diebold.com/solutions/atms/opteva/models_740.htm
[2] http://www.diebold.com/solutions/atms/opteva/models_750.htm
[3] http://www.diebold.com/solutions/atms/opteva/models_562.htm
[4] http://www.diebold.com/solutions/atms/opteva/models_500e.htm