SESSION 9 is awesome. It was so good I copied the rental DVD :D .
On the asbestos, yes. It's very important to wear something in these freaking places. It's not harmful if you go in steath by yourself but if you're going in with a group of people FAGGETABOUTIT. All the asbestos dust that has settled gets kicked up from people's shoes scruffing by. The russian gas mask sounds like a good idea. We go in with medium-quality masks and they seem to work out just fine.
Unfortunately, infiltration.org reports, "...Asbestos fibers are so small that they will go right through the various inexpensive dust mask type products. For real protection against asbestos a person needs at the very least a half face respirator equipped with high efficiency particulate air (HEPA) filters. These respirators are usually available at painting supply houses or at safety specialty stores. In reality the amount of asbestos a person would be exposed to on a one time expedition into an abandoned building would probably be minimal, but it's better to be safe than sorry."