Most businesses love the extra traffic they're getting from Pokemon Go. Some, like the Holocaust Museum, various police stations, and the like can't get off of the Pokemon radar quickly enough. Luckily, there's an unofficial way to remove your location from the game.
Before turning their talents to capturing cartoons, the makers of Pokemon Go created Ingress, a super-nerdy augmented reality game with a similar location-based premise. It appears that the developers used a similar data set for Pokemon Go and appealing your location as an Ingress Portal via the Google+ page Ingress Portal Appeals will also remove the location from Pokemon Go. It may take a little while as there's a major influx of appeals, but if you follow their rules, your police station, fine dining establishment, movie theater, public library (except NYPL who seems to enjoy it) or busy intersection will be excluded from the Ingress / Pokemon Go data set.