Apparently, there is a gym located at the DMZ between the Koreas
Probably fake, but funny either way.
"With the world now in the grips of Pokémon GO fever, most Gyms are already under the command of experienced trainers with fearsome Pokémon, but not so in the demilitarized zone between North and South Korea.
The report is unconfirmed but Reddit user GhostXavier claims a military friend in Panmunjom sent them a screen grab of the gym, which is still white - signalling it has yet to be claimed by a user."
Source: http://www.independent.co.uk/life-style/gadgets-and-tech/gaming/pok-mon-go-there-appears-to-be-an-unclaimed-gym-in-the-korean-dmz-a7132486.html
World hardest gym. You have to bet the leader (Kim Jong-un?), avoid landmines and defeat the soldiers of two countries. They should at least give you Mewtwo for that.