Stay in a converted pigsty or a balancing barn
The 120 rooms of the Edinburgh Vaults, built in the 18th century, were originally intended to house businesses but were quickly abandoned when they began to flood. The warren of rooms is rumoured to be haunted by ghosts including a poltergeist; a witch coven is also said to practise there. The ghost stories might be good for the local walking tour business but there's no arguing this is an atmospheric and eerie place.
Also worth a visit is the nearby Real Mary King's Close, a part of the old town of Edinburgh inaccessible to the public until recently and that can now only be visited by journeying deep underground. Ghosts in attendance here include a little girl called Annie, to whom visitors have left a pile of toys.
Various companies offer walking tours of the vaults, including Auld Reekie Tours and Mercat Tours. See also The Real Mary King's Close.