I am a big believer in living close to what I love which is why I live in Jackson Hole - a mecca for backcountry skiing, mountain biking, hiking and all mountain outdoor activities.  These two articles from dornob.com take this idea to a whole new level!

This first one has a climbing wall that leads to a rooftop deck.

A more upscale example of a simlar idea:


My favorite - A home built for skateboarding! 

If you can't live close to the lifestyle you love, these examples show you can just build it into your home!