Yes you have to be Govenment RnD to aford this the big widtunnels at one RAE establishment(twinwoods) in the UK had there own HT link to a local power plant.
I suspect that Area 51 and the like do somthing similar. Though Google has sited one DC near a source of Hydro power not sure if they where running there own link to it or not.
Hardly, large power hungry industrial plants are often located where power is easily available. For example, the aluminium smelter in Fort William in the UK has its own 85MW generating capacity:
There is a Rather Large hydro dam in Russia (Sayano-Shushenskaya) which was generating too much energy in times of heavy rain (too limited capacity to bring the excess to other markets), so they basically had to build an aluminum smelter there to add load.
I suspect that Area 51 and the like do somthing similar. Though Google has sited one DC near a source of Hydro power not sure if they where running there own link to it or not.