Concierge.com has a list of the world's creepiest places to visit. Some of the places in the list:-

Bran Castle, Romania - Been there. Nothing very creepy though, apart from the connotation with Dracula. Very nice and highly recommended.

Paris Catacombs, France - Not the first thing that comes to mind when I think about Paris. A good reason to visit Paris someday.

Mutter Museum, Philadelphia - This is the first time I read about this museum. I must say that the picture on the site really looks creepy.

Chernobyl, Ukraine - Was thinking of going there to visit the Christmas market and get a self-luminous radioactive Christmas tree.