Here in Louisville the "haunted" place of note is the Waverly Hills Sanatorium. (That's San-a-TOR-ium, not San-i-TAR-ium. It was a TB hospital, not a madhouse. Even the place's own fliers get that wrong sometimes.) It was a local legend long before being featured on Sci Fi's "Ghost Hunters" program a couple of years ago, and has been operating as a haunted house during the Halloween season for years now.
The place is actually more properly called the Woodhaven Geriatric Center, given that it existed in that capacity for around 28 years after the Sanatorium shut down, but the Waverly Hills bit sounds scarier. I recently attended the haunted house attraction there, and I have to say that it's a legitimately creepy place. The architecture is cool and its indisputable that a ton of people died there, so it's obvious why urban legends about ghosts and whatnot abound regarding the place.
Sadly the only thing that was actually scary about the haunted house itself was the line - My party foolishly purchased our tickets in advance and waited in line from 10:30 at night until around 2 in the morning to actually go through the place. By that point, no amount of guys dressed up as Michael Myers could make the place worth the wait. (To be fair, the werewolf at the very beginning was quite cool, and one of the performers got a legitimate jump out of me towards the end.) Much was made in the lead up about the "haunting" at the building itself, but precious little of the attraction centered around it. I'd have been more interested just to take the tour...
That being said, I'm considering signing up for one of the overnight stays that the Mattingly family (the people that own Waverly these days) organize. Sadly they're a $100 a person and there aren't any openings until next year. I think it would be an interesting place to do a Skippy video, but that's one heck of a location fee. Plus I've heard rumblings about cameras not being permitted and actors being strewn hither and yon throughout the building to turn it into "an experience", but I suppose we'll see. The official Waverly website is rather obfuscatory, while the superior Memorial and Resource Center site has nothing to do with the touring aspect of the operation.
Time will tell, I suppose.