RE: Hoover Dam
First of all the prevailing wind blows from the southwest which is down the canyon not across it.
They would never let you fly from the dam itself because of security and the crowds of visitors and traffic. They do not allow anything to be thrown from the dam, I think including airplanes.
There is really no place to land other than the busy street. If you lose it behind you, you're in the lake.
However, thinking about it, on the Arizona side of the dam, at the 14 mile marker there is a turn out with a senic view point next to the road that goes down to Willow Beach (on the Colorado River) and the drop off there is about 800 feet. It faces south west so the wind should blow right up the slope.