Have you ever wanted to camp overnight in a big-box store or fast-food restaurant, hiding out among the shelves and perhaps using rolls of paper towels as pillows? Didn’t think so.

Apparently short of actual adventures, teens and 20-somethings are sneaking into chain stores and restaurants, including McDonald’s, Walmart, Chuck E. Cheese’s and IKEA, staying all night and posting videos online as evidence. A YouTube search for 24-hour overnight challenges turns up 1.6 million results.

A...