Only been exploring seriously for three years or so but even in that short time I have a couple places I miss. Size or grandeur notwithstanding.
The Red House, RI, USA, first place I ever explored before I even knew what urbex was. Demolished and replaced by two new houses.
CNJ Office Installers, RI, USA, first factory/large location of any kind, second place ever explored. Demolished except for one building; it's now a series of confusing roundabouts.
P&A Mills, CT, USA, I've never seen so much stuff in one abandoned place in my life and I probably never will again. Demolished except for the front staircase tower (iirc).
The OT Building at Norwich State, CT, USA, first hospital or medical campus I'd explored of any kind. OT is demolished, other buildings are following suite.