For me, these examples fall into two distinct categories:
1. Unconventional features that have been brought cleverly into play, and
2. Unconventional features that are just there to see.
The former add tremendous local character to a course. They are a great thing. Likewise, the tunnels and suspension bridge at Bel Air aren't directly in play, but the golf course wouldn't work without them.
The latter, not so much.
Ancient remnants like the old tombs at Delhi Golf Club cannot be dismissed, and even if you're forbidden to get too close to them with the golf, they give a course a special character.
Other times, though, it seems like they are being forced upon us so we will remember the course. For example, I'm neutral on the water tower / halfway house at Pine Valley. Knowing that a golf course outside of Wichita built a replica of it for their course, caused me to question the true value of the original.
Amazingly no one has mentioned the lighthouse at Harbour Town or the windmill at NGLA, two seminal examples of a feature created specifically to add a sense of place to a property.