Session 9 was filmed in the abandoned asylum in Danvers (renamed from Salem Village for obvious reasons). Most of it was torn down not long after, but one building was repurposed into an apartment building. That gives the setting a lot of additional creepiness.

My favorite spooky movie is the little known the Haunted Lantern. It's set during the O-Bon festival in Edo-era Japan and involves a love triangle between a samurai and a pair of sisters. It's got everything: ghosts, blood sprays, unrequited love, magic talismans, blind priests, floating lanterns, and some unintentional comedy.

Two other movies that are spooky but were sorely misrepresented in trailers was Shutter Island and Crimson Peak.

Shutter Island was portrayed as an agent investigating a spooky asylum, but it's really a psychological horror story.

Crimson Peak was portrayed as a haunted house movie, but it's really a gothic love story that involves ghosts.