The most recent "Team Building Exercise" that I attended took place at a strip joint before my current job. No one from my department told me ahead of time exactly where we were going, and I assumed that we were all going to the kind of "Gentleman's Club" that you might see in an old Sherlock Holmes movie -- heavy upholstery, quiet conversations, and tuxedo'ed butlers serving martinis all around. Instead, it was stained furniture, loud music, and topless women serving lapdances all around.
The others got mad at me because I had only two twenties and some change in my pocket, and the cover charge and two-drink minimum took up most of that.
I left about 10 minutes after we got there, and took the bus back to the office, where one of the VPs cheerfully asked where everyone was. So I told him. After the firings, I resigned to get away from all of the threats and hatred from the remaining co-workers.