I had a female friend who did a quick layover in Paris a few years ago. She left her hotel room in the evening, walked around town, and eventually found herself a good bar. After having some drinks, she hailed a taxi at midnight.
But she couldn't remember the address of her hotel. So the French taxi driver got mad with her - and threw her out of the vehicle in the middle of the city. She spent two confused hours walking around Paris in the wee hours of the morning before she found her hotel again.
Moral - write down where you're staying :-)
Pete #2