The asylum is a building in the live-action movie continuity family.
The unnamed asylum is a building in downtown Baton Rouge, Lousiana. It is presumably an insane asylum, as Captain Archibald Witwicky's records were held there.
The building itself is a Greek Revival style structure, with brick walls and stone detailing. Sector 7 monitors it, and the area around it is heavily dampered to prevent Internet access.
Following an unknown lead, Bumblebee scanned Captain Witwicky's records from just outside the asylum, giving him a lead on Witwicky's descendant in Springfield, Missouri. This action was immediately detected by Sector 7 agents, who recognized the intrusion as the work of N.B.E.-2 and immediately mobilized field units to intercept. Transformers Movie Prequel
Note:This building should not be confused with the Psychopathic Institute for the Long-Term Insane, also in Baton Rouge, where Captain Witwicky was confined. Whether the asylum was a temporary home for Witwicky, or simply took possession of his records after the Psychopathic Institute closed down, is unknown. It would seem that Bumblebee's search at the Psychopathic Institute led him to the asylum, but the story never states this explicitly.