The Mill

 is a place in The Pitt. The steel mill also contains The Hole and the Ammo Press which according to Ashur is how he has kept his "army" intact and with ammunition "all these years".

Trivia

 * Steel mills were never located in this part of Pittsburgh. They were located along the banks of rivers opposite from the Downtown area, such as the same side of the river as where you emerged from the tunnel.
 * Hammer is standing in front of a locked gate that requires a key, leading to Uptown. You can gain access to the other side without the key by climbing the stairs behind Hammer and jumping onto the beam with the light. Then leap across and over the fence. Note that you cannot enter Uptown; the door is locked and requires a key to open. (No such key exists, but it opens during Free Labor)

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