Damn, that looks like a lot of fun.
Haven't seen anything that elaborate in the states. In LA, Cinefamily will do stuff more along the lines of the Jurassic Park party (papier-mâché Mondo Burgers for a Good Burger screening, giant steel pyramid frame for esoteric literal cult movies).
Cinespia, who does the cemetary screening series over the summer has to manage a more sizable crowd, I could see them doing something more like Secret Cinema sometime.
Cinefamily and Cinespia teamed up last year to screen Cave of Forgotten Dreams in a hall of the LA Natural History Museum, pictures from which looked really cool. Fossils hanging overhead and all that.
At the other end of that spectrum, there was a guerilla drive in downtown for a while that would just take over a parking lot and project movies onto a whitewashed building from a pick up truck. They'd screen stuff like the Henson shorts, rarities, and old commercials program that bounces around. Most atmospheric thing there was just how creepy-empty parts of downtown are at night.