We have a detailed look at the Adventure World of Ghostbusters in Lego Dimensions. Not only what there is to explore around New York but also the characters and vehicles required to unlock each zone.

You can play as any of the Ghostbusters in the open world / adventure world part of the game:
Dr. Peter Venkman
Dr. Raymond Stantz
Dr. Egon Spengler
Winston Zeddemore