Every time I mention It's a Mad, Mad, Mad, Mad World, it brings a couple of e-mails from folks asking where the famed Big "W" is, as well as other locations, and can they visit them? Forty years after the movie was made, not many of the filming locales look anything like they did then. The only one I know of that is easy to access and which looks pretty much as it did then is the area on Pacific Coast Highway where something called the "California Incline" leads down from Ocean Avenue. Several scenes in the film were shot there, most memorably the one where Jonathan Winters's stuntman is hanging out of a taxicab as it makes a couple of wild U-turns. Every time I've seen the movie in a Southern California screening, the audience gasps in recognition of the location — because it never changes much. (If you want to know precisely where it is, go to Mapquest or one of those sites and search for 1000 Pacific Coast Highway in Santa Monica.) Otherwise, this website has a pretty good summary — with then/now photos — of just about all the filming locations that fans have identified.
As for the Big "W" itself…no, you can't go see it, and it's no longer a "W." As trees fall, it turns into lower and lower digit Roman Numerals. My pal Earl Kress did gain access once, and I got him to write up this report for us.